From Backtest to Excel: Unleash Your Data

From Backtest to Excel: Unleash Your Data

I’ve been trading the markets for a long time – almost 20 years now.

As someone who trades over 15 strategies each day, I want to let you in on a little secret.

There is no trading strategy that works in all circumstances. In fact, all strategies work sometimes and not other times.

As traders, our role is to identify those circumstances under which our strategies flourish. We then apply trading rules to filter out only those trades with the highest success probability.

But how can you confidently decide when to execute trades and when to hold back? While it’s possible to rely on industry gurus for stock tips, sustainable success in trading requires you to backtest and rely on your own trading ideas.

While equity curves offer a convenient snapshot of a backtested strategy’s performance, they can’t replace the insights gained from dissecting trade-by-trade results.

This is the first step I take when I’m developing a trading strategy.

The Trade-Ideas OddsMaker makes this simple. After running a backtest with the OddsMaker, all you need to do is click on the “Save Detailed Results” button in the results view.

Doing so allows you to save a CSV file containing comprehensive data for each trade in your backtest. If you’re skilled in Excel or familiar with statistical programming languages like R or Python, you’ll find this feature invaluable.

You can then manipulate this data in any way you like, slicing and dicing the trade results before reloading them into the OddsMaker using the “Load Results” button.

This is the exact process I take to go from trading idea to profitable trading strategy. To illustrate, I’ve prepared a detailed example outlining my backtesting process, where I evolve a mediocre strategy into one that consistently yields profits.

In essence, it’s the closest thing to a superpower a trader can possess.

Discover how traders are utilizing the OddsMaker—the world’s fastest backtester—to create their unique, profitable trading strategies.

Dave Mabe is a trader and the CTO at Trade-Ideas. He helps traders make more money by improving their strategies.

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