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H_Scan is only for use on the Scan tab. Put your start date in cell A1 and your end date in D1. Each commidy you are scanning for has parameters like min/max DTE, min value or max delta. Only cells that are green should be modified (A-E), the other columns are the results. In my opinion, H-Scan works best for a single product at a time, but it should be able to handle multiple products.
H-Track is for the Track tab only. With this one, you enter your start and end dates in A1 and D1, but in columns A-F you enter the details of a particular position you want to track ... results in the columns to the right.
Spread IM is only populated if you are calculating a spread (column F should have the same number for each leg of the spread so the spreadsheet knows to calculate them together).
You also need to find out how your brokerage calculates margin. The defuault on the parameters tab B4 is SPAN. There are brokerages that calculate Total margin with is IM + the value of the options. If you are just using IM, then yes your example would be correct (3x $250 IM would not have been triggered by an increase to $600 IM).
I have been back testing since yesterday, and it is awesome I have mainly used the H-Track to do this
thank you thank you!
unfortunately though, I hadn't been able to use H-Scan. I had set up the parameter in Scan tab as below :
- 20180125 - 20180209
- ES 30 - 90 DTE
- Delta 20 and Max delta 20
"Run" the scan tab. After which I selected ES and clicked H-Scan. I received the following VBA error message:
"Compile error: Sub or Function not defined". (I attached picture) Am i doing something wrong?
Yep, thanks Ron!
I have the definitions in column J and K open side by side as I analyze the position. Still connecting the information
may be this is not the right thread, but after doing the back test, i exited the short put position that I have last night.
I will ask you and others more questions (if you and others don't mind answering my newbie questions) in regard to the strategy in other thread, after doing more back testing.
Hello Dudetooth
I have posted this in selling options on futures post
Hello Ron99
I am trying to use the excel sheet that you put in the forum but it does not work correctly. I have Windows 10 and Office 2013 64 bits. When I open the sheet it gives me an error in a macro that I have been able to solve by myself. It consists of adding the PtrSafe attribute to the Declare instruction of the macro code. But then when trying to compile it gives me the error and says that the variable pDatel has not been defined.
I have to say that I have no idea of computer science. I hope you can help me. Or maybe Dudetooth have a greater knowledge of the subject.
I am very interested in this excel sheet to work.
I tried to attach the file but I can not. It's PC-SPAN (05a) copy for forum.xlsm. You can find it in selling options on futures post. Can you help me?
I don't think I'll be able to be much of a help in this case. It is difficult to troubleshoot old versions of the spreadsheet, but most importantly I don't have Excel 64-bit to test anything out on. I tried to fix some issues in the past with the code so it would run in Excel 64-bit, but I was just shooting in the dark.
I know there were a few folks out there who where trying to get the code to run on 64-bit ... if they are still out there they might be able to chime in.