how to backtest trading strategy???

Suppose I have a very simple m file such as:

if true
  % code

c=yahoo; d = fetch(c,'xom','Close',now-300,now-1,'d');

 fetch(c,'xom','Close',now,now-1,'d');
sd=std(d(:,2));
ma = tsmovavg(d(:,2),'s',90,1);
price = w(1,2);
price
if price<ma-2*sd;
   outcome='long';
elseif  price>ma+2*sd;
    outcome='short';
else outcome='exit';
outcome
close(c)
  end

which is obviously messed up. How to I backtest such a trading strategy? Can I do something like this using only matlab or do I have to use MT4 or bloomberg or ...? I need help with this VERY BADLY. Thanks