calhawk01 135 posts msg #101375 - Ignore calhawk01 |
6/27/2011 10:30:46 PM
Anyone here good at excel? I have a large amount of data in excel file of my backtest results and i want to use excel to come up with a logic statement that tells me how many stocks at the moment I would have with a given capital. Essentially I am looking for a IF statement. Here are the tabs i'm working with:
Symbol Trigger Date Entry Price Exit Date Exit Price Days Held Gain/Loss Capital
I understand that in backtesting results I can view how many stocks would be in the portfolio on stockfetcher java feed, but i have over 12000 trades ...
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calhawk01 135 posts msg #101377 - Ignore calhawk01 |
6/27/2011 10:36:56 PM
For example:
Symbol Trigger Date Entry Price Exit Date Exit Price Days Held # in portfolio
SNDK 12/31/2002 10.15 1/2/2003 10.27 0 x
NBL 1/7/2003 18.28 1/15/2003 17.56 5 x
APA 1/7/2003 26.6 1/9/2003 26.87 1 x
BTU 1/8/2003 6.77 1/9/2003 6.84 0 x
So in the above statement:
12/31/2002 x= 1
1/2/2003 x=0
1/7/2003 x= 2
1/8/2003 x=3
1/9/2003 x=1
so on..
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four 5,087 posts msg #101386 - Ignore four modified |
6/28/2011 3:22:44 PM
See [ CLICK ] image:
Top half is the result
Bottom half shows the functions in columns I and J
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