Analyse data in an excel spreadsheet
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£100/hr(approx. $125/hr)
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Description
Experience Level: Expert
I have a little hobby that involves trading futures and foreign exchange.
I use a system called the Donchian 4 week rule.
I am interested in backtesting data that is contained in excel. It is only 3 columns of data Date:High;Low
I want to back test the data
The data shows the weekly high and low that a market reaches in a week.
I want to back test the Donchian 4/2 week rule.
Donchian 4/2 Weekly Rule
1) It buys the instrument eg Eur-Usd when the price reaches the maximum (high) of the previous 4 full calendar weeks. The trade is exited when the price reaches or falls below the low (minimum) of the last two full calendar weeks.
2) It sells the instrument when the current price falls below the lowest low (minimum) price of the previous 4 full calendar weeks. The trade is exited when the current price exceeds the high (maximum) of the last 2 full calendar weeks.
I am interested in the following data.
Total number of points won
Total number of points lost
Total number of trades
Total number of winning trades
Total number of losing trades
If you could tell me how to do it or do the analysis that would be appreciated.
I have heard of other systems from a fellow trader using 10/6 6/2 and 15/5.
So would be interested in testing those parameters.
Pleased let me know if you are able to help me.
If you require any further information please do not hesitate to contact me
I use a system called the Donchian 4 week rule.
I am interested in backtesting data that is contained in excel. It is only 3 columns of data Date:High;Low
I want to back test the data
The data shows the weekly high and low that a market reaches in a week.
I want to back test the Donchian 4/2 week rule.
Donchian 4/2 Weekly Rule
1) It buys the instrument eg Eur-Usd when the price reaches the maximum (high) of the previous 4 full calendar weeks. The trade is exited when the price reaches or falls below the low (minimum) of the last two full calendar weeks.
2) It sells the instrument when the current price falls below the lowest low (minimum) price of the previous 4 full calendar weeks. The trade is exited when the current price exceeds the high (maximum) of the last 2 full calendar weeks.
I am interested in the following data.
Total number of points won
Total number of points lost
Total number of trades
Total number of winning trades
Total number of losing trades
If you could tell me how to do it or do the analysis that would be appreciated.
I have heard of other systems from a fellow trader using 10/6 6/2 and 15/5.
So would be interested in testing those parameters.
Pleased let me know if you are able to help me.
If you require any further information please do not hesitate to contact me
Simon C.
100% (2)Projects Completed
2
Freelancers worked with
1
Projects awarded
100%
Last project
22 May 2013
United Kingdom
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