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System Performance Summary - Ver1
I have a couple issues with the back testing "Strategy Performance Summary"
1. Excessive information spread over heaps of screens. Even after exporting to Excel
2. There is no analysis of the Exits Strategies ie how many times the Initial Stop/StopLoss was hit, Breakeven hit, Trailing Stop etc
So to this end, I created a spreadsheet that loads in the information from a "Strategy Performance Summary" and produces a single page report with what I feel is the critical information.
The excel file is inside the attached zip file. It uses macro's, so you may get a security warning ? It was also created with Office 2010, so I'm not sure if it will work on early versions of Office or not.
To use it -
1. Run MC and export a Performace Summary report in XLS (Excel) format.
2. Open the "MC Import Template - Ver1.xlsm", accept any security warnings.
3. Click on the "
"Import File (Ctrl R)"
button.
4. Select the exported file from step 1.
5. You will see things jump around on the screen.
6. When the import has finished, it will ask do you want to save changes to the original file from step 1. Typically say NO.
7. It will now ask you to save the new condensed file. Say Yes.
That's it .
Here is a sample after the import -
This report works well with the below "NWT Exits".
Category
MultiCharts
Details:
System Performance Summary - Ver1
Category:
MultiCharts
August 19th, 2012
Size: 22.58 KB
Downloaded: 461 times
1252
NW27
Comments/ratings
LabRatNo9
August 24th, 2012 08:44 AM
No Comment
jimmcla
August 26th, 2012 10:01 PM
Thank you, NW27!
Bondi9999
December 27th, 2012 08:20 PM
Thank
!
pmat
February 7th, 2013 03:42 PM
No Comment
hamstrus
November 16th, 2013 10:15 PM
Wow, top notch! Thanks!
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