Modelling returns from Moving average

**bnhai** · 10-19-2009, 01:06 PM

I have a time series data. I have managed to generate buy and sell signal over the entire period. However the buy and sell signal are of different intervals depending on the trend of the assets. In the end, I would like to calculate the return from the last action of buy and the sell signal generated throughout the entire time period. As I said the series are of different intervals. What can I do to pick the entire series appropriately?

**Cheeky Charlie** · 10-19-2009, 01:09 PM

:|

Perhaps you could upload an example? Your description hurted me.

**bnhai** · 10-19-2009, 01:22 PM

I have attached the worksheet.

**bnhai** · 10-19-2009, 01:23 PM

You can definetly see that the interval between buy and sell signal are different. Alternatively I would like to see column O consisting of the following; Buy signal in L7 should be multplied with the price in cell G7 (N7 * G7) afterwards this should be subtracted from the sell signal (N8 * G8) leading to profit in cell O8. The next trading will the involve buying and selling signal to the end of the sheet. Any idea please.

**bnhai** · 10-19-2009, 03:40 PM

Any idea please! I have tried to add explanations.

**Cheeky Charlie** · 10-20-2009, 05:28 AM

I'm sorry, but again, your explanation doesn't really make sense, for example:

Buy signal in L7 should be multplied with the price in cell G7 (N7 * G7)

Surely that would be (L7 * G7)?

I think you may be assuming too much understanding of your specific situation - try starting a few steps back and building up a picture.

Also, you should know that this forum is supported by volunteers, the timeliness of the response is a reflection of the price you pay for the help.