Using a spread sheet for back-testing a trading system.
Here (see available download below) is another example of how you can back-test a trading approach with Microsoft Excel. (ALL of our Excel system examples available for download on this web site are good back-testing examples.) This specific Excel workbook for download uses MACD (Moving Average Convergence Divergence) to get trading results. You can change the moving averages to any value that you wish. All price data is historical 35 minute price data for the emini S&P (and you may choose to put your own price data with dates in the appropriate columns instead if you wish).
The purpose of this is educational and academic. It is not intended to be a full trading system. All results are hypothetical and meant to be instructive. Remember, stock and futures trading carries risk. Good luck with your trading.
Here is the excel BACK TESTING WITH EXCEL example for download:
No MACROS, NO VBA
eminiways 
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