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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 mismatch
Then 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 = "Sell" 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.
>
> HB
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