Of course. If it would work off the bat in a few minute's work, everyone's hard work here would be a joke. My point is that it seems that it can be almost entirely irrelevant why/when you enter, only how you exit. I'm sure someone has a strategy around this somewhere.
So, how does this daytrading technique work?
- Thread starter Saltynuts
- Start date
Notwithstanding the facts you fail to mention: yes, backtesting with Excel via Visual Basic for Applications is very doable.
Why bother when there are so many excellent platforms with backtesting stats already proven and vetted for accuracy ?
You'd have to ask the person I responded to. They asked if it could be done. I answered that it could. They didn't answer the "why" question; and I didn't ask as that information wasn't required in order to answer their question.
But since you asked me, rather than them, I'll bite.
One could be using a custom, (machine learning,) (or custom hybrid) type of model that can't be implemented using commercial software.
Of course, but now you are talking magnitudes of complexity.
Sure you can pull it off ?
That would be the only reason, and it wouldn’t be a trivial task. If you can leverage a reputable .NET platform, you’ll be miles ahead.
Lol ... again, you should ask the other guy. The guy asking the question.