Calculate Draw Down. Futures Trading
Dec 5, 2006
way to calculate the drawdown for a futures trading account’s equity. The following is the record of taking a sequence of 20 trades. Drawdown is defined as the lowest point between two consecutive equity highs. Therefore a formula should detect pairs of equity highs and then find the maximum difference between these highs and the lowest point in between each of these pairs. Do you think this can be done using standard excel functions?
$9 700,00
$9 409,00
$9 126,73
$9 674,33
$10 254,79
$10 870,08
$11 522,29
$11 176,62
$11 847,21
$12 558,05
$13 311,53
$14 110,22
$13 686,92
$13 276,31
$12 878,02
$13 650,70
$14 469,74
$14 035,65
$14 877,79
$15 770,46
You might wish to plot a linear graph to visualize the equity. Looking forward to hear what you think! I include more examples of equity records.
formal definition of a drawdown:
Drawdown: The magnitude of a decline in account value, either in percentage or dollar terms, as measured from peak to subsequent trough. For example, if a trader's account increased in value from $10,000 to $20,000, then dropped to $15,000, then increased again to $25,000, that trader would have had a maximum drawdown of $5,000 (incurred when the account declined from $20,000 to $15,000) even though that trader's account was never in a loss position from inception
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Feb 20, 2008
This is what i am trying to do when the balance increases by $1000 the lot size should move to the next level e.g 0>1000=0.01 1000>2000=0.02 and for each movement the value of the 0.01 should be 0.09 e.g. 0.01=0.09 0.02=0.18 0.03=0.27 etc.
I have been trying to use an IF style formula.
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Aug 5, 2014
I'm trying to come up with a formula that allows me to insert the date of the previous trading day. Because for several reasons I can't create a column array of manually entered holidays, I'm trying to find a formula that would produce this. I've tried this, but excel doesn't like it.
=DATUM(JAHR(ARBEITSTAG(HEUTE();-1;{DATUM(Jahr(heute());01;01);DATUM(Jahr(HEUTE());12;25))})); MONAT(ARBEITSTAG(HEUTE();-1;{DATUM(Jahr(heute());01;01);DATUM(Jahr(HEUTE());12;25))})); TAG(ARBEITSTAG(HEUTE();-1);{DATUM(Jahr(heute());01;01);DATUM(Jahr(HEUTE());12;25))}))
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Jun 4, 2014
The attached spreadsheet should explain my issue. In a nutshell, the value on line 6 is from the previous day's data (i.e Tuesdays line 6 is based on Monday's data). If the previous day has no data ( i.e. market closed), line 6 should reflect the last line 6 calculation.
Also, i would like line 6 to be zero past 2 calendar days from today. i.e. Friday June 6 should read zero until tomorrow (june5) data is entered.
Pivot.xlsx
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Nov 22, 2009
I'm brand new to programming in Excel, and currently building a system that will help me trade equity options (similar to trading stocks). So far, I've put together the ranking system I want to use based on a live data feed that updates in real-time (during market hours). For every possible trade in my 'universe' (currently about 600), Excel provides a live score (based on my formulas and weightings) as well as prices and other info about the trade (options strikes, symbols, expected return, etc.).
What I'd like Excel to be able to do is keep a separate sheet where a trade (row) that scores over an arbitrary threshold, say, 100 'points,' is recorded as a static line (instead of continuing to dynamically update), like a snapshot of that line. I'll use this list of trades to submit to my broker for trading.
If it was as simple as a 'triggered' copy - paste special - values, that would do just fine. The trigger would also need to see if that trade has already been recorded for the day, so I don't get an infinite list of the same trade.
After a trade makes it into this list, I'll need to compare it to what I already have in my portfolio (which I'll also need to build) so I don't become too heavily weighted in any one trade. (Just thought I'd let you know where this will be going, too) ...
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Dec 3, 2009
i want to make a cup draw, but i don't want to use RAND, I want to use VBA.
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Second Round 50 Teams
Third Round 32 Teams
Fourth Round 16 Teams
Quarter-Finals 8 Teams
Semi-Final 4 Teams
Final 2 Teams
for a team list see attached excel spreadsheet
If you are not sure what i mean google search English League Cup or try soccerway
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Sorry i forget one team in the First round "Darlington"
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Sub SlotsNum()
Dim w As Long, x As String, y As Long
Randomize
x = Format(Int((Range("B2") - Range("B1") + 1) * Rnd + Range("B1")), "0000")
For y = 1 To 1
For w = 1 To 250
Range("C" & y) = Int(8000 * Rnd)
Next w
Range("C" & y) = CInt(Mid(x, y, 4))
Next y
End Sub
Also, whilst here. i will have one other problem, with it being a prize draw I do not want to draw the same number twice. At the moment I have a small macro that copies the winning name that appears on the main screen (via a vlookup) onto a winners spreadsheet. I am thinking of then creating another macro that replaces the winning name on the master list with an "Already Won" entry, so we can just select again.
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ActiveSheet.Shapes.AddConnector(msoConnectorStraight, 319.5, 77.25, 319.5, _
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With Selection.ShapeRange.Line
.Visible = msoTrue
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[Code]....
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Nov 12, 2013
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Sep 30, 2009
Since I did not know how to do this I used the record macro cheating option.
Excel spit out this chunck of
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A1 B2
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Ken 20 points
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With the following code I found on this forum it partly works. It only randomly select a cell but missing displaying the winner and removing it afterwards.
[Code]......
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Code:
Function AddConnectorBetweenShapes(ConnectorType As MsoConnectorType, _
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[Code].....
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