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It's the PivotTable. I haven't played that much with them, but if you made the change that I mentioned earlier about changing the display of the value to be the Sum of the position instead of the Average, and you run multiple Historical Tracks any options that have the same S1 value will have their values summed for those dates.
If you want to run multiple Historical Tracks and have them all displayed in the Pivot Table you should be able to keep things separated by making sure each spread has a different S1 value ... so, if you test 3 spreads on you first Historical Track, you use 1-3 in the S1 column. When you Historically Track the next 3 spreads use 4-6 in the S1 column.
Can you help answer these questions from other members on NexusFi?
I just finish research for calendar ratio spread ESX5 P1990 (-1)/ESV5 P1890 (+1)/ESV5 P1740(+1) during last big drop.
1. No Margin Call during 227,70 point drop of ES
2. Option Value continue to rise (loss increase) while ES price is higher (1938.3) then on 08/24 (1862,3)
If you happened to be running the 64-bit version of PC-SPAN v5.88, try uninstalling it and installing the 32-bit version. I have a 64-bit machine/OS and could not get the 64-bit version of PC-SPAN to work ... kept getting the error "Attempted an unsupported operation". The 32-bit version works just fine.
Here's the latest version of the XLS-SPAN spreadsheet.
Thanks to @ron99 who had the idea to reduce the CME pa2 files to only the products that someone would be interested in to reduce the scan time when backtesting. He also got the code started ... I just put the finishing touches on the code and added it to the spreadsheet.
Section 2 on the Setup tab covers the details ... just let me know if you have any questions.