Writing a Backtest Excel Sheet for Futures Trading

Job ID: 33047236

Budget: €30 – €250 EUR

Hello,

as we want to backtest trading strategies in the futures market, we need something like an Excel Sheet to analyse and evaluate different strategies.

For example, we want to define a range by time. (Crude Oil Future from 10-12am.) and then see what happens when market breaks the high or low of the specified range. The Excel Formula should be able to the define the breakout price and time.

Furthermore we want to add different filters to reduce the amount of trades and noise to optimize strategies. These could be various parameters like Indicators or Prior Day reference points.