mholstius Veteran   Posts: 175 Joined: 1/13/2017  User Profile | More... I really like the analysis spreadsheet data the more I look at it. I noted earlier that there is a Long vs Short. I didn't see in the spreadsheet how it determined that so I'm suspecting Mark is using a Macro to run through the data and dynamically build the Analysis sheet. Actually, we can identify the long vs short by the # of shares purchased. A short trade has a negative number of shares in the exported "Qty" field of the data. No macros in the spreadsheet. Usually I'll look just at the % since it normalizes value, but since the loss was significant (without looking at the data), I had originally thrown out those strategies even though they demonstrated good returns (%). But looking at the data, it tells me I forgot why we look at %. Yup, $ amounts vary with the size of the acount, but %'s are static. Also, I'm not sure why these had so few trades in your data...??? NSP-41: 1 trade T3-S3: 2 Trades X-MFI: 2 trades I hope others will be able to use the spreadsheet to improve things too. I used your data as a good example (thanks), but it can work for anybody. And a reminder - when you do the sorts to glean more information, be sure to sort columns A thru J. But, that's probably obvious. You can also sort the small tables for the State (L1:T11) and Strategy (L13:P34), but you have to specifically select each range before doing the sort. Also probably obvious, but wanted to point it out. Good luck - off to another busy day, Mark | |
