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Nick,
I just uploaded a newer version of the file with
the bug fixed.
See previous message.
HB
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Nick Molchanoff
<nkm@xxxxxxxxx>
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, February 07, 2003 12:44
PM
Subject: [amibroker] Re: Portfolio
Backtesting spreadsheet( Attn. HB)
Hello HB,I have just found and downloaded your
Portfolio Backtesting Spreadsheet. (Great Idea, by the way)However
I am having a small problem I'm hoping you can help with:After pasting
my data into the "Data" Worksheet, and clicking on the "Apply Backtest"
button, I get an error message:Runtime Error '13':Type
mismatchThen entering debug, it highlights the following line in the
VB Code:sharesowned = sharesowned -
Worksheets("Trades").Range(sharesaddress)(located in the "Do" loop
in the 'ElseIf action ="" Then' segment of the 'Private Sub
CommandButton1_Click()' page.I can't get beyond this, not knowing
enough about VB to even begin to troubleshoot it myself.But I am
so interested in employing this tool, that I just had to ask if you could
perhaps find enough time to offer some suggestion or aid in solving this
issue.Best Regards,Nick Molchanoff--- In
amibroker@xxxxxxxxxxxxxxx, "HB" <hmab@xxxx> wrote:> Hello>
> I have attached a zipped spreadsheet which is a multi-security
portfolio backtesting spreadsheet. Given the results of an AB scan
(ticker, date, buy/sell, price), it will scan through the results and
record trades based on your desired position size and initial total
capital. It will then show you the trades, ending capital, profit,
etc.> > Note: I have only started learning VBA in Excel.
When you experienced programmers look at the VBA code, you will realized
that there are probably much better ways to do what I'm trying to
do. Any suggestions are more than welcome.> > To use
it:> - run a scan in AB> - sort by ascending date> - copy
the results into the worksheet labelled "Data" starting from cell
A1> - specify your initial capital and max postion size (fixed $
amount, for now) in the worksheet labelled "Results"> - click the
Apply Backtest button on the "Data" worksheet> - once it's done, you
can see the results in the "Results" worksheet. you must enter the
current price for open positions> > The spreadsheet simply runs
through the chronological list in Data and records a buy/sell based on the
price, desired position size, max number of shares, and the current
balance of your account. If you do not have enough funds, it >
obviously does not record a trade.> > Assumptions:>
> - It currently only handles going long, no short selling.>
> - You DO want to accumulate a stock you already own. If there
is a buy signal for a ticker which you already own, the macro currently
accepts that buy signal (i.e. accumulates more shares). However, this
is relatively easy to change so that it will not accumulate shares of
a ticker you already own. Which method is more realistic in your (and
anyone else's) view ? I could probably add an option where you specify
whether or not you want to accumulate shares of a currently owned
ticker.> > - If a sell for a certain ticker occurs before any
buy, I simply ignore the trade since you don't own any shares yet.>
> - If there are multiple buys on the same day, the spreadsheet
process them in the order they appear in the spreadsheet. If you
copy/paste from an AB scan, AB does not do any type of sorting within
the same day. So, the spreadsheet will process them in the order
that AB gives them. You can alway do another sort in Excel based on
date and ticker.> > - It currently only process
approximately 3000 rows of Data.> > If anyone has any suggestion
for this spreadsheet, please respond to the thread.> >
HBPost
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