How to backtest a MACD Trading Strategy in Excel - Part 1

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  • เผยแพร่เมื่อ 28 ธ.ค. 2024

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  • @DannyPops
    @DannyPops 11 ปีที่แล้ว

    Hi Mark, would you know which parameters to change to go short based on the same histogram going from negative to positive? I've been trying to figure that out, but it seems a little difficult after a few days of trying.

  • @MarkUrsell
    @MarkUrsell  11 ปีที่แล้ว

    Hi Daniel. You certainly can change the model from trading long to trading short. Columns PT Price, SL Price, Trade Running and Capital will need to be amended. They will need to be changed to check the Low Price for the profit target and the High Price for the Stop-Loss. If you are interested I have just released a course in ebook format in the Kindle Store. This course deals with long and short models and goes through step-by-step how they are built.

  • @thomascarruthers667
    @thomascarruthers667 6 ปีที่แล้ว

    Hi Mark. Great Video, very helpful. I was wondering how you would go about implementing this trading strategy for mutual funds. Because they trade at NAV, ATR would obviously be irrelevant. Is there an easy workaround for this?

    • @MarkUrsell
      @MarkUrsell  6 ปีที่แล้ว

      Hi TJ, thanks for commenting. The ATR measures recent price movement so you could apply it to mutual fund data. For mutual funds, you might only have the closing price so I would calculate the ATR based on price change from close to close. An even simpler approach could be to use the percentage.

  • @sakisl9151
    @sakisl9151 11 ปีที่แล้ว

    Dear Mark
    How could I go on back testing a long/short strategy for 5 years when it has been runing for only 2 years using as a benchmark i.e the SP500 on weekly time frame? you feedback will be very much appreciated. Best . Sakis

  • @branhoff
    @branhoff 11 ปีที่แล้ว

    If I'm understanding you correctly, you're wanting to backtest a relatively young ETF for a period greater than it's existence. If that's true then you usually need to backtest a similarly managed Mutual Fund. It won't be exact but it's probably as close as you'll be able to get.

  • @billmietelski
    @billmietelski 2 ปีที่แล้ว

    Bill was here.

  • @herdeanioan6563
    @herdeanioan6563 3 ปีที่แล้ว

    if you would have bought 1000$ at 18$ in 1950 - you would have made 78 times the money, not 16 times as with thestrategy.
    than you for the video thought, really helpfull

  • @sherifhafifi1303
    @sherifhafifi1303 5 ปีที่แล้ว +1

    MACD trading strategy patterns are viewed as the money making mascots of price action trading!! :O why would we ditch them? The most common trap for price action traders is trading candlestick patterns ONLY, absent of any other kind of analysis or signal. however… if they are your only reason for entering a trade, you will fall into a very frustrating grind. because they really do not have much of an edge in the markets when isolated. Go checkout IQD Momentum strategy signal, read ebooks analysed by authored LUKASZ WILHELM .