How to backtest my trading strategy ?

I have a strategy that buys/sells based on a criteria. I would like to back test it, to understand how good/bad it works.

How can i program matlab to back test and record the results?

Please view the two charts below to understand the strategy.

Basically when the detrended data chart reached to the level of -125 (bottom red line) then buy the stock, and when it reaches to a level of +125 (top red line) sell it.

Stock data chart

Detrended data chart

Answer 1

[Puru Kathuria]

Have a look at the documentation of backtestStrategy which will help you in creating a backtestStrategy object where you can define your portfolio allocation strategy.

Also, have a look at this interesting thread, which talks about a simple backtest strategy.