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hkguy
Joined: 04 Dec 2008 Posts: 1
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Posted: Thu Dec 04, 2008 4:52 am Post subject: Calculate Account value using different position size values |
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Hi,
I'm looking for some help with the following problem:
In a spreadsheet I did for a running account total for a trading system, I have been able to automate everything using regular excel formulas EXCEPT the Equity of the account (column N). What I have done is use the formula
=(N95+((E95-Q95)*($P$94)))
Where N is Equity value, E is closing price, Q equals buy price, and P is position size.
This keeps the position size (cell P94) constant for the whole time the trade is on. However, after the 1st trade is exited, and the second trade is entered a new value for column P must be used.
Do you know of any way to do something like this:
IF Column K (is the trading signal column), changes from "-" (K93) to "+" (K94), THEN (N96):
=(N95+((E95-Q95)*($P$94)))
AND every col. N (i.e. N97, N98...) value after that
=(N96+((E96-E95)*($P$94))).
This goes until Col. K changes from "+" (K422) to "-" (K423) where (N425)
=(N424+((R424-E423)*$P$94))
Now that the trade is exited, the following col. N values do not change until a new "+" trading signal comes up in Col. K.
Now I need use a NEW Col. P value.
Does this make sense? Sorry it's long. Any help would be greatly appreciated. |
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