I've created a program that generates buy and sell signals of stocks. I've also created logic that tests the different signals and provides the return for each trade.
The next step is to simulate the strategy and its rules over a long period of time. All information is exported to text files and imported to a table in a SQL Server database. I've realized that I need to declare a number of variables such as StartCapital, CurrentCapital, NumberOfPositions, PositionsLeft. One of the columns is named BuyPrice and indicates when to buy and to which price, when this occurs NumberOfPositions should be subtracted by 1.
The column SellPrice indicates when to sell and to which price, when this occurs NumberOfPositions needs to be added by one. The maximum of NumberOfPositions should be 5 and minimum 0. The desired result is to see how the CurrentCapital unfolds.
I would very much appreciate any input and some kind of SQL code to start form.