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would you be open to sharing the excel macro?
Kimberly
> -----Original Message-----
> From: Nicola Prada [mailto:nicola.prada@xxxxxxxxxxxx]
> Sent: Wednesday, August 30, 2000 9:26 AM
> To: omega-list@xxxxxxxxxx
> Subject: R: Strategy performance question...
>
>
> 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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