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Date/Time: Sat, 18 May 2024 09:05:25 +0000

Post From: options strategy backtesting based on spreadsheet

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Sawtooth - Posts: 4000
Is your spreadsheet setup in Excel or in one of Sierra's spreadsheet studies? In terms of doing this with a spreadsheet, you'd have to use the Spreadsheet System for Trading study. And since there is no interface from Excel into a spreadsheet study, the setup would need to be done within this spreadsheet study. If the order can be placed manually with Sierra Chart, it can be placed automatically with this spreadsheet study. The 10 years of data would need to be in a format accessible by Sierra Chart, and not from an external file. Formulas can limit the entries to the Monday opening and exits to the Friday close, but you might need to create a table of dates of the Mondays and Fridays that were holidays. It should be possible but it could get complex.