backtesting a signal file
Posted: Apr 12 2012
before I spend lots of time figuring this out, and come to find out that it is not possible... I figure I ask the community...
I want to gather performance stats on a number of trades, I didnt collect price data for the trades, if not I could manually do it...I only collected, date/timestamp and long(+1)/short(-1)... so all I have is this..
2/14/2012 16:01 1
2/14/2012 16:03 1
2/14/2012 16:21 -1
2/14/2012 16:23 -1
2/14/2012 16:37 1
2/14/2012 16:38 1
2/14/2012 16:39 1
what I want to do is the following:
load up the data into MC from csv/xls file. Walk through ES data stream and execute the trades as the date/timestamp is met with the given action.. then evaluate performance metrics...
simple.. I tried it with TS9 and they dont support importing date/time from excel...
anyone has any ideas?
I want to gather performance stats on a number of trades, I didnt collect price data for the trades, if not I could manually do it...I only collected, date/timestamp and long(+1)/short(-1)... so all I have is this..
2/14/2012 16:01 1
2/14/2012 16:03 1
2/14/2012 16:21 -1
2/14/2012 16:23 -1
2/14/2012 16:37 1
2/14/2012 16:38 1
2/14/2012 16:39 1
what I want to do is the following:
load up the data into MC from csv/xls file. Walk through ES data stream and execute the trades as the date/timestamp is met with the given action.. then evaluate performance metrics...
simple.. I tried it with TS9 and they dont support importing date/time from excel...
anyone has any ideas?