I'm having trouble finding search terms to effectively google. Hoping someone can help me fill in the blanks. I'm fairly comfortable with spreadsheets but haven't done a whole lot with statistics and data analysis.
I want to analyze backtested trades. I can collect the data, stream it to a file and import it into Libre Calc just fine. But since we are talking about 1000 trades or more, there is the potential to make this into a much bigger task than it should be. I'm intuiting that there is an easy way to automate the analysis part in the spreadsheet that might dictate how I parse the data.
The reason this is complicated is that it isn't the trade data I want to collect but the bar data surrounding the trade. Example, I'm using a one minute chart to backtest. The data I'm extracting on each trade will vary but it will essentially be between 8-12 bars of data, including various indicator data for those bars in addition to ohlc. So, I will have 8-10 rows of data with a dozen or so columns when done.... times 1000 trades.
I can write the spreadsheet template I need but short of copy and pasting each trade dataset individually into the template will be a chore. It's basically 3 dimensions of data and I'm compiling the output of two dimensions. And then analyze the 3rd dimension for patterns.