I would like to have back testing created for an investment strategy in excel. The back testing would be an Excel UDF created using C++. Below are the back testing metrics I would like to see for the strategy. The strategy uses a standard deviation formula for stocks to enter a trade. The exact strategy will be provided to winning bidder to code back testing.
- Number of trades
- Winning % of trades
- Losing % of trades
- Average winning trade %
- Average losing trade %
- Biggest winning trade %
- Biggest losing trade %
- Average days trade was open
- Maximum Open Loss %
Requirements:
The main requirement is good and fast C++ coding for EXCEL VBA.