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Direct MessagesDate/Time: Sat, 04 May 2024 06:26:32 +0000
Bar Based Back Testing
View Count: 875
| [2014-10-27 06:04:44] |
| jivetrader - Posts: 387 |
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my Excel-based backtest starts, but sits at 0%, hanging the program. pressing ESC to cancel does not work. the program does not respond! in the spreadsheet study, number of lines is set to 30, a very small amount. here are my row3, col K-T formulas (O-R are helpers; S&T are stop loss values): K =IF(AND(BV3<>0,BV3>O3,D3<P3),TRUE,"") L =AND($J$8>0,BU4<>0) M =IF(BU3<>0,AND(BU3<Q3,C3>R3),"") N =AND($J$8<0,BV4<>0) O =IF(BV4<>0,BV4,O4) P =IF(BV3<>0,INDEX(D3:D20,MATCH(O3,BV3:BV20,0),1),"") Q =IF(BU4<>0,BU4,Q4) R =IF(BU3<>0,INDEX(C3:C20,MATCH(Q3,BU3:BU20,0),1),"") S =AND($J$8>0,$E$3<=$J$9-$DV3*$S$1,"") T =AND($J$8<0,$E$3>=$J$9+$DV3*$S$1,"") |
| [2014-10-27 07:22:06] |
| jivetrader - Posts: 387 |
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my error: I was using the wrong spreadsheet study. I will use the Spreadsheet Study for Trading, limit the number of studies on the chart, and limit the days loaded in the chart. to speed up testing. thank you anyway.
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| [2014-10-27 07:24:16] |
| jivetrader - Posts: 387 |
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however, I am seeing that the built-in spreadsheet seems to avoid processing INDEX & MATCH formulas. is this true? should I specify to use Excel for strategies that require these commands?
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| [2014-10-27 07:26:01] |
| jivetrader - Posts: 387 |
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is it not possible to use Excel for the Spreadsheet System for Trading study? I do not see the option. thus are INDEX and MATCH not allowed? the documentation states that all Excel functions are allowed.
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| [2014-10-27 08:40:24] |
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Refer to help topic 30 here: Http://www.sierrachart.com/index.php?page=doc/helpdetails30.html Specifically the sections about the Timeframe per bar and the Days to Load. INDEX and MATCH are supported. However, New Spreadsheets are having a problem with the not equal operator in formulas like this: =IF(BV4<>0,BV4,O4) We are going to fix that today. Only the Old Spreadsheet support most of the functions in Excel. So for now, we recommend using Old Spreadsheets. You can update through the Help menu. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2014-10-27 08:41:06
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