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Trade-Equity Validation Excel WorkSheet

We made an excel worksheet I thought we'd share. It is used to confirm the running portfolio equity from a list of orders.

To use it -- simply copy the trades output from your backtest into the first excel columns. It will then automatically update the running portfolio equity. Be sure to delete the other example trades in the file first - but don't delete the formulas!

You can download it here.

(PS: We're currently using a portfolio averaging system for calculation of equity and order fill prices but have been requested to upgrade to a FIFO order system. This is on the to do list for 2014)
Update Backtest






The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.



Try this link instead:

https://www.quantconnect.com/files/131001_QuantConnectTradeValidator.xlsx
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Jared;

I just tried it and it appears this is setup for FX trades rather than equities.

I base my opinion namely due to the columns "Price Delta" and "Average Price". For equities you would have to match the sell xaction with the earlier buy xaction to determine the price delta.

Did I link to the wrong file?
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Good point, right file. Yes this was for portfolio averaging method of equity calculation and only 1 symbol. It might be substantially more difficult to do generic symbols but sounds like a fun challenge...
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Update Backtest





0

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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