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Project title: |
VBA to Google sheet script
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Posted by: |
External project from PeoplePerHour
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Started: |
21-Nov-2020 00:45 GMT |
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Description: |
I would like to change a VBA macro in excel to a googlesheet script. :
function MonteC1() {
' Macro1 Macro
' Macro recorded by Kevin Davey - www.kjtradingsystems.com
' Do not change anything in this macro, unless you absolutely know what you are doing.
Worksheets(1).EnableCalculation = False 'manually calculate to allow faster processing
timex = Time
Randomize (Timer)
'first clear last results
Range("E4:k14").Select
Selection.ClearContents
startequity = Range("B2")
equityincrement = startequity / 4#
margin = Range("b3") 'this is also the ruin number
lotsize = 1 'always trade 1 contract
trades = Range("B4") 'trades in one year
niters = 2500 'run full simulation 2500 times
'find the last row that has data in it
i = 10
Do Until (Range("A" & i) = "")
i = i + 1
Loop
lastrow = i - 1
'
upperbound = lastrow - 10 + 1 'total # of trades in group
irow = 4 'for the output
'copy cells for output up until last iteration
Range("w1:aa5000").Select
Selection.ClearContents
For c1 = startequity To startequity + 10 * equityincrement Step equityincrement
Beginequity = c1
totalriskofruin = 0
For Iteration = 1 To niters
equity = Beginequity
drawdown = 0#
maxequity = equity
ruin = 0
For itrades = 1 To trades
'MsgBox "itrades " & itrades & " " & ruin & " " & equity & " equity"
'Int((upperbound - lowerbound + 1) * Rnd + lowerbound)
tradenumber = Int(((lastrow - 10 + 1) * Rnd) + 10)
tradevalue = Range("A" & tradenumber)
ncontracts = lotsize
'don't trade if equity is below margin for one lot (you are RUINED)
If equity drawdown Then drawdown = dd
End If
Next itrades
totalriskofruin = totalriskofruin + ruin
' MsgBox " totalriskofruin " & totalriskofruin & " " & Iteration & " iteration"
Range("w" & Iteration) = equity
Range("x" & Iteration) = drawdown
Range("y" & Iteration) = ((equity / c1) - 1) 'rate of return in decimal
If drawdown 0
Worksheets(1).EnableCalculation = False 'auto calculate to allow faster processing
irow = irow + 1
Next c1
Worksheets(1).EnableCalculation = True 'auto calculate to allow faster processing
Range("a1").Select
'MsgBox "time is " & (Time - timex) * 60 * 60 * 24
Beep
End Sub
} |
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Project ID:
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3109367 |
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Project category: |
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Project budget: |
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