I don't know if it is beyond the scope of this video, but what happens when you have multiple data sets with different numbers of rows? For example: I import one set of weekly data for a FOREX pair that's a couple years long, then to see if what i'm doing is working the way I imagine it should, I import a different pair, this set is a different date range and a daily listing. The second set has maybe 5 times the number of rows as the first. I can copy all my formulas down, but then if I test on another FOREX pair, I'm probably looking at a different time range and number of rows. Besides creating a different workbook or sheet for each data set, is there a way to make things work regardless of the number of rows in my data set?
Hi David, this can certainly be challenging. The easiest way is to keep the data in separate workbooks. If you want to match up dates then I use is the Index-Match. I often use this when I have two data sources on the same timeframe (eg. daily) but the dates are different. I create a new date series and the use Index-Match to match up the price data to the dates.
If your capital reaches 0 then your drawdown will be 100%. If your capital stays above 0 then the problem is with the formula. Try breaking the formula down to see where the error is. Check that the first part of the MAX formula has got the $ sign so that the first cell remains constant.
+david madle Hi David, thanks for the feedback on the video. I use MetaTrader 4 for forex trading. And I use the associated MQL4 for programming. I mostly use it for running backtests but also some auto trading. Mark
Would you happen to know why the drawdown would keep going lower and lower until it reaches 100%? I seem to have some error somewhere.
I don't know if it is beyond the scope of this video, but what happens when you have multiple data sets with different numbers of rows? For example: I import one set of weekly data for a FOREX pair that's a couple years long, then to see if what i'm doing is working the way I imagine it should, I import a different pair, this set is a different date range and a daily listing. The second set has maybe 5 times the number of rows as the first. I can copy all my formulas down, but then if I test on another FOREX pair, I'm probably looking at a different time range and number of rows. Besides creating a different workbook or sheet for each data set, is there a way to make things work regardless of the number of rows in my data set?
Hi David, this can certainly be challenging. The easiest way is to keep the data in separate workbooks. If you want to match up dates then I use is the Index-Match. I often use this when I have two data sources on the same timeframe (eg. daily) but the dates are different. I create a new date series and the use Index-Match to match up the price data to the dates.
If your capital reaches 0 then your drawdown will be 100%. If your capital stays above 0 then the problem is with the formula. Try breaking the formula down to see where the error is. Check that the first part of the MAX formula has got the $ sign so that the first cell remains constant.
Hi Mark. Very informative videos. Can I ask do you use auto trading? If so which software?? Cheers David
+david madle Hi David, thanks for the feedback on the video. I use MetaTrader 4 for forex trading. And I use the associated MQL4 for programming. I mostly use it for running backtests but also some auto trading. Mark
Bill was here.
commissions and slippage dude