This is a very basic function for backtesting a strategy in Matlab.

All you need is a vector with 1s for Buy, -1's for Sell and 0's for Hold.

To use it we need

1. A vector of prices,i.e. SPY close prices

2. Signal: A vector of 1 for BUY, -1 for SELL and 0 for HOLD

3. Buyprice: A vector of Close prices if we buy at close or Open prices if we buy at Open

4. Delay: 0 if we buy "Today" - 1 if we buy tomorrow. So to Buy Tomorrow on Open:

backtestlongAmount(data,signal,open,1,amount$$);

4. Amount :i.e., 100,000

Please report any bugs or inaccuracies you find. Improvements are welcome.

Labels: backtest, Buy, econometrics, financial, function, Market, Matlab, PnL, Sell, simple, Stock