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Could someone explain the 'include system' step?
Thanks,
Vince
In a message dated 5/27/99 10:58:16 AM Central Daylight Time,
johan@xxxxxxxxxxx writes:
<<
Recently someone asked about portfolio testing software. I created an excel
sheet last year to combine systems into a single portfolio and produce an
equity curve and a limited number of stats. I'd like to share it with this
list, so I have posted a copy to the web page below. The file is a zip file
so you must unzip it with pkunzip or winzip before loading it into excel.
Please note that it does contain vba macros, so anyone not comfortable with
that be warned. To use it you must first copy/paste the system code
included on one of the excel sheet tabs into the TS power editor. Then add
this as an 'include system' to any systems you want to combine into a
portfolio, and finally run them in TS. This appends each test to an output
text file. The excel sheet will load in this text file and combine up to 30
systems in any combination / weighting / date range you choose. Please note
that systems are not labelled in the output file - just the data name is
used, so you need to remember what system goes with what data, or in what
order they were run. You can rename the output file to archive it,
otherwise you need to periodically delete it since it keeps getting bigger
each system you run. The sheet does NOT automate trying different
combinations, and it can run slow if you do not have a fast machine. If you
make improvements I'd like to see them please. >>
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