Cycle Trading

[Duma]

Over the last many years I have used Excel to do much of my back testing. While Excel is great for even very large spread sheets (which I use a lot), it is ill suited to back testing where the decision process can be very complex. The formulas just get totally out of hand from being so complex and then having to replicate them thousands of times.

Way back in the 60's I learned to program with FORTRAN and Basic languages. I used them a lot for many years, but they fell out of favor to other languages like C+ and Pascal. I tried to learn both, but found them way too complex for what I wanted to do, math calculations.

I have a couple of ideas I want to back test and started out with a new Excel spreadsheet last week. I didn't get very far before the complexity of trying to write formulas just over ran my desire to finish. Excel only allows 7 if statements in one formula, a major drawback.

So I went to the internet to see if there was a source for Basic. To my surprise there were 2 and I downloaded both. "Just Basic" required some kind of extension to Windows in order to read the literature, so I dropped it.

"Free Basic" looked good on the surface, but I was never able to figure out how to proceed with it. Documentation was not good for me.

So I went back to "Just Basic", added the extension, and within an hour I had run my first very simple program. So I am ready to work on a new method for back testing. Will take a bit to refresh how the commands are written, but shouldn't take long.