How to backtest my trading strategy ?
조회 수: 2(최근 30일)
I have a strategy that buys/sells based on a criteria. I would like to back test it, to understand how good/bad it works.
How can i program matlab to back test and record the results?
Please view the two charts below to understand the strategy.
Basically when the detrended data chart reached to the level of -125 (bottom red line) then buy the stock, and when it reaches to a level of +125 (top red line) sell it.
Stock data chart
Detrended data chart