Afl help needed to backtest

HELLO FELLOW BOARDERS,

PLEASE GUIDE how we can extract vwap of TIME 9.29 of all days in excel.


ALSO PLEASE GUIDE THE BELOW AFL CAN BE MODIFIED FOR,

1. SL TO BE RECTIFFIED TO PREVIOUS TARGETS WHEN PARTICULAR TARGET HIT,
2. TRADE IS SQUARRED OFF ON SL OR TARGET 4 OR @ CLOSE IF OPEN
3 DONT MARK ANY TRADE GENERATED AFTER 3.00P.M.
4. HOW TO BACKTEST THE CODE
5. BUY OR SELL TRADE IS EXECCUTED ONLY ON BUY ABOVE PRICE & SELL BELOW PRICE, NOT ON REVERSE BASIS.


_SECTION_BEGIN("Title");
SetChartOptions(0,chartShowArrows|chartShowDates,colorRed);


Plot(C,"Price",IIf(C>O,colorBrightGreen,colorBrown ),styleCandle);

_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close (%.1f%%) Vol " +WriteVal( V, 1.0 ) +" {{VALUES}}", O, H, L,C, SelectedValue( ROC( C, 1 )) ));


_SECTION_END();




_SECTION_BEGIN("GaNN Square of Nine");

BarsToday = 1 + BarsSince( Day() != Ref(Day(), -1));

StartBar = ValueWhen(TimeNum() == 091500, BarIndex());

TodayVolume = Sum(V,BarsToday);

VWAP = (Sum (((C+O+H+L)/4) * V, BarsToday ) / TodayVolume);
Plot (VWAP,"VWAP",colorBlue);


RefVWAP = ValueWhen(TimeNum() == 092859, Vwap,1);


BaseNum = (int(sqrt(RefVWAP))-1);
sBelow = BaseNum + BaseNum;
sBelowI = 1;


//Calculate levels for GANN Square of Nine

for( i = 1; i < 50; i++ )
{
VarSet( "GANN"+i, (BaseNum * BaseNum) );
BaseNum = BaseNum + 0.125;
sBelowI = IIf( VarGet("GANN"+i)< RefVWAP, i, sBelowI);
bAboveI = sBelowI + 1;
sBelow = round(VarGet("GANN"+sBelowI));
bAbove = round(VarGet("GANN"+bAboveI));
}

// Resistance Levels (or Targets for Buy trade)
BTgt1 = round(0.9995 * VarGet("Gann"+(bAboveI+1)));
BTgt2 = round(0.9995 * VarGet("Gann"+(bAboveI+2)));
BTgt3 = round(0.9995 * VarGet("Gann"+(bAboveI+3)));
BTgt4 = round(0.9995 * VarGet("Gann"+(baboveI+4)));
BTgt5 = round(0.9995 * VarGet("Gann"+(bAboveI+5)));
BTgt6 = round(0.9995 * VarGet("Gann"+(baboveI+6)));
// Support Levels (or Targets for Short trade)
STgt1 = round(1.0005 * VarGet("Gann"+(sBelowI-1)));
STgt2 = round(1.0005 * VarGet("Gann"+(sBelowI-2)));
STgt3 = round(1.0005 * VarGet("Gann"+(sBelowI-3)));
STgt4 = round(1.0005 * VarGet("Gann"+(sbelowI-4)));
STgt5 = round(1.0005 * VarGet("Gann"+(sBelowI-5)));
STgt6 = round(1.0005 * VarGet("Gann"+(sBelowI-6)));

Sstop= round(babove-((babove-sbelow)/3)) ;
Bstop= round(sbelow+((babove-sbelow)/3)) ;

BuySignal = TimeNum()>092900 AND (Cross(H,babove)OR Cross(C,babove) OR (H>babove AND L<=babove)) AND VWAP<babove ;
ShortSignal = TimeNum()>092900 AND (Cross(Sbelow,L) OR Cross(Sbelow,C) OR (H>=sbelow AND L<sbelow))AND VWAP>sbelow ;

BuySignal = ExRem(BuySignal,ShortSignal);
ShortSignal = ExRem(ShortSignal,BuySignal);

ShortProfitStop= (STgt1 AND L<=Stgt1 AND C>Stgt1) OR (STgt2 AND L<=Stgt2 AND C>Stgt2) OR (STgt3 AND L<=Stgt3 AND C>Stgt3) OR (STgt4 AND L<=Stgt4 AND C>Stgt4) OR (STgt5 AND L<=Stgt5 AND C>Stgt5) OR (STgt6 AND L<=Stgt6 AND C>Stgt6);

BuyProfitStop= (Btgt1 AND H>=btgt1 AND C<Btgt1) OR (Btgt2 AND H>=Btgt2 AND C<btgt2) OR (Btgt3 AND H>=Btgt3 AND C<btgt3) OR (Btgt4 AND H>=Btgt4 AND C<btgt4) OR (Btgt5 AND H>=Btgt5 AND C<btgt5) OR (Btgt6 AND H>=Btgt6 AND C<btgt6);

SetOption("MaxOpenPositions", 1 );
SetPositionSize(75,spsShares);

Buy = BuySignal;
Sell = C<Bstop OR BuyProfitStop;
Short = ShortSignal;
Cover = C>SStop OR ShortProfitStop;

Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);
Short = ExRem(Short,Cover);
Cover = ExRem(Cover,Short);



Sstop= round(babove-((babove-sbelow)/3)) ;
Bstop= round(sbelow+((babove-sbelow)/3)) ;

GfxSetBkMode( 1 );
GfxSelectFont("Courier New", 11, 700 );
GfxSetTextColor( colorBrightGreen );
GfxSelectPen( colorBlack, 1, 0) ;
GfxSelectSolidBrush( colorWhite );

BTgtext = "Buy Targets : " + NumToStr(btgt1,1.2,False) + " - " + NumToStr(btgt2,1.2,False) + " - " + NumToStr(btgt3,1.2,False)+ " - " + NumToStr(btgt4,1.2,False);
STgtext = "Short Targets : " + NumToStr(stgt1,1.2,False) + " - " + NumToStr(stgt2,1.2) + " - " + NumToStr(stgt3,1.2,False)+ " - " + NumToStr(stgt4,1.2,False);

GfxTextOut("Current time : " + TimeNum(), 225, 25);

GfxTextOut("Buy Above : " + WriteIf(TimeNum()>092900, NumToStr(bAbove,1.2,False) + " SL : " + NumToStr(sBelow,1.2,False),"Waiting for Signal"), 225, 45);
GfxTextOut(WriteIf(TimeNum()>092900,BTgtext,""), 225, 55);

GfxSetBkMode( 1 );
GfxSelectFont("courier new", 11, 700 );
GfxSetTextColor( colorRed );
GfxSelectPen( colorBlack, 1, 0) ;
GfxSelectSolidBrush( colorWhite );

GfxTextOut("Short Below : " + WriteIf(TimeNum()>092900, NumToStr(sBelow,1.2,False) + " SL : " + NumToStr(bAbove,1.2,False),"Waiting for Signal"), 225, 75);
GfxTextOut(WriteIf(TimeNum()>092900,STgtext,""), 225, 85);

AddColumn(Close,"Close",1.4);
AddColumn(Buysignal,"buysignal",1.2);


_SECTION_BEGIN("BBands");
Plot(BBandTop(C,20,2),"",colorLightGrey,style=styleLine|styleNoRescale|styleNoLabel);
Plot(BBandBot(C,20,2),"",colorLightGrey,style=styleLine|styleNoLabel);
_SECTION_END();

Plot(sstop,"",colorGreen) ;
Plot(bstop,"",colorRed);
PlotOHLC( babove, sbelow, babove,sbelow, "", colorYellow, styleCloud);
PlotOHLC( sbelow, babove, sbelow,babove, "", colorYellow, styleCloud);




PlotShapes(IIf(Buysignal, shapeSquare, shapeNone),colorBlue, 0, L, Offset=-20);
PlotShapes(IIf(Buysignal, shapeSquare, shapeNone),colorBlue, 0,L, Offset=-30);
PlotShapes(IIf(Buysignal, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-25);

PlotShapes(IIf(Shortsignal, shapeSquare, shapeNone),colorRed, 0, H, Offset=20);
PlotShapes(IIf(Shortsignal, shapeSquare, shapeNone),colorOrange, 0,H, Offset=30);
PlotShapes(IIf(Shortsignal, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-25);

Plot(BTgt1,"",colorGreen,styleStaircase|styleSwingDots|styleNoRescale);
Plot(BTgt2,"",colorGreen,styleStaircase|styleSwingDots|styleNoRescale);
Plot(BTgt3,"",colorGreen,styleStaircase|styleSwingDots|styleNoRescale);
Plot(BTgt4,"",colorGreen,styleStaircase|styleSwingDots|styleNoRescale);
Plot(BTgt5,"",colorGreen,styleStaircase|styleSwingDots|styleNoRescale);
Plot(BTgt6,"",colorGreen,styleStaircase|styleSwingDots|styleNoRescale);

Plot(STgt1,"",colorRed,styleStaircase|styleSwingDots|styleNoRescale);
Plot(STgt2,"",colorRed,styleStaircase|styleSwingDots|styleNoRescale);
Plot(STgt3,"",colorRed,styleStaircase|styleSwingDots|styleNoRescale);
Plot(STgt4,"",colorRed,styleStaircase|styleSwingDots|styleNoRescale);
Plot(STgt5,"",colorRed,styleStaircase|styleSwingDots|styleNoRescale);
Plot(STgt6,"",colorRed,styleStaircase|styleSwingDots|styleNoRescale);


PlotShapes(IIf(Cover, shapeHollowUpArrow,shapeNone),colorGreen, 0, Low, Offset=-20);
PlotShapes(IIf(Sell, shapeHollowDownArrow,shapeNone),colorRed, 0, High, Offset=-20);
_SECTION_END();