EXCEL Financial Trading Back Test Module

General information for the business: Excel Spreadsheet which will calculate past results of financial trading application
Kind of development: New program from scratch
Num. of modules: 1
Description of every module: Hi, I would like created an Excel spreadsheet which will work out past results from a financial trading application.

The sheet will accept data pasted in in the form of market prices, open, high, low, close and volume.

We will then apply the trading rules via excel, this are just calcs in the cells.

Formulas Used i
Entry Price =IF(trade entry =”trade”,close,prev cell)
Take Profit =IF(trade entry =”trade”,close+(atr*TP factor),prev cell)
Stop Loss =IF(trade entry =”trade”,close-(atr*SL factor),prev cell)
Profitable Trade Profit =PT%*capital prev period
Losing Trade Loss =SL%*capital prev period
Trade Running =IF(OR(trade entry column=”trade”,prev cell =1),if(hightake profit,prev cell+profitable trade profit,IF(low<stop loss,prev cell-losing trade loss,prev cell)),prev cell)+rollover
Rollover =IF(trade running prev period=1,((entry price-entry price prev period)/(profit target-entry price))*profitable trade profit,0)
Trades =capital-capital prev period
Drawdown =1-(capital/MAX(capital prev period:capital first period)
Description of requirements/functionality: You can see the sheet that I require by looking at these three videos.

https://www.youtube.com/watch?v=Ct6u_uYCuvs

https://www.youtube.com/watch?v=Ct6u_uYCuvs

https://www.youtube.com/watch?annotation_id=annotation_149583&feature=iv&src_vid=JlAbU0880SU&v=so0NMh67ySw

Unfortunately this sheet is no longer for sale by the seller so I would like to make my own.



Input data will be supplied.
Specific technologies required: excel
OS requirements: Windows
Extra notes: