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Hi,
this is my variation of Gary Method:
insert few lines of Easy Language code in your system to export
in an ascii file the trades of your system.
The right function is "FileAppend".
Import in excel automatically by a simple macro in the
"portfolio sheet".
Hope this helps.
Nicola Prada
> -----Messaggio originale-----
> Da: Gary Fritz [mailto:fritz@xxxxxxxx]
> Inviato: mercoledi 30 agosto 2000 17.19
> A: omega-list@xxxxxxxxxx
> Oggetto: RE: Strategy performance question...
>
>
> > The other route is only for a programmer (I have taken it).
> >
> > Use the workchart scanner to run the strategy on all stocks
> > desired. Output one line with information every time the system
> > buys or sells. Run a program on the output file, generating a
> > report for total test results.
>
> Here's a non-programming approach. It's painful but it works.
>
> * Run the system on all the symbols you want to test.
> * For each symbol, write out the trade-by-trade report in spreadsheet
> format.
> * Read all the spreadsheets into Excel.
> * Combine them all (cut & paste) into one worksheet.
> * Sort them by date -- I use the closing date of the trade.
> * Add a column to compute the running equity, by adding the profit
> from each trade.
> * Voila! You have a portfolio result. You can chart it or whatever
> you choose.
>
> Gary
>
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