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[Programming Help] - Backtesting in SC is hard

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[2020-02-18 14:38:09] #1 [Go To First Post]
User264760 - Posts: 6
Hi, I am no programer but have an introduction in c++, and I'm not to bad in VBA and spreadsheet formulas so for me the way to go about backtesting in SC is with Spreadsheet trading system. Right now I am manually backtesting using chart replay and manually enter trades based on some criterias. After each backtest run of at least 100 trades, I review and always try to add a bit of automation to my process to speed it up. For example, I entered my criterias in the spreadsheet so the background change color when conditions are met. I still manually place my orders on the chart. Backtesting for 100 trades can take me like 6-8 hours or more... I have been playing with SC for many years and every time I try to completely automate my strategy to have it backtested automatically, I feel like I am falling in a rabbit hole of complications. I fix one thing and something else seem to stop working... I just need some general guidance on how to go about it the right way. I have a spreadsheet with formulas that does what I need automatically but I think the logic might not be optimal as it works at low spead replay on individual trades (120-240) but if I try to replay backtest the whole chart, it freeze, or my fills are all wrong. Is there any resources for someone who needs to learn the proper way? FYI, here's what I am trying to "programm": (Reverse for short) When conditions are met, enter order at beginning of next bar at the high of previous bar + 0.0002 One common stop at 0.0002 below last 3 candles hlow. Target 1 at 1R, and target 2 at 3R (R= distance between entry and stop) I have two spreadsheet system studies to enter 2 trades at once to ba able to acchieve the T1 T2 approach. I try to replicate 2 targets with common stop but I want the distances and ammounts to be automatic.. I am not asking for anything specifics here but some general guidelines on how to tackle this. Many thanks, and SC is a great software, I really like the mentality around it. Guillaume

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