How generate backtest statistics from a list of historical trades stored in a file

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Hello there,


I wonder if anyone can help me with this, basically I have a long list of trades on different currency pairs that happened in the past, all the trades are stored in a file (let's say a CSV).

What I'm trying to achieve is backtesting the same trades and change TP, SL parameter to understand how these impacted the overall results.


Is anybody aware if this can be done and how to do it ?


Thanks

 
Giuseppe Paciolla:

Hello there,


I wonder if anyone can help me with this, basically I have a long list of trades on different currency pairs that happened in the past, all the trades are stored in a file (let's say a CSV).

What I'm trying to achieve is backtesting the same trades and change TP, SL parameter to understand how these impacted the overall results.


Is anybody aware if this can be done and how to do it ?


Thanks

Did you get the historical records with a program?
 
Israel Pelumi Abioye #:
Did you get the historical records with a program?
No they are rows of an excel file but each row has a timestamp, an entry price, a direction (LONG, SHORT), the order type (Almost always LIMIT) SL and TP in numbers of pips from entry price, that represent the timestamp of the order logged with the broker.
 
I suggest you create an EA to input excel file and execute trades in strategy tester.
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