I am taking a trading course, and my prof ask us to create a trading system
with .5% filter test on Excel. I have no idea where to start. I will really
appreciate for any advice from you. Thank you!
Detail of the assignment: Invest $100 in each of 6 stock. Using 3 years of
daily data, divide this period in half( 1st half=development period, 2nd
half=test period)
In the Development period: create
trading system with .5% filter test. That means whenever price go up
..5%--sell and hold in cash, wait until price go down .5%--buy.