配对交易 VBA 循环
Pairs Trading VBA Loop
当我想使用 Excel VBA.
构建配对交易自动化时遇到问题
我的策略是在两只股票的价差触及+/- 2个标准差时开仓（OTC_Sell或OTC_Buy），平仓（CTC_buy或 CTC_sell) 当两只股票的价差达到 +/- 4 个标准差或回到均值时。仓位关闭后，我可以在收到另一个未平仓交易条件 (OTC) 后开设另一个仓位。
但是，当我 运行 代码时，似乎循环只 运行 一次，因为我只能获得一笔交易（以黄色突出显示）。在这个单元格之后，我可以只得到零但没有其他交易信号。我重新 运行 从原始列旁边的那个单元格开始的代码并进行另一笔交易（以绿色突出显示）。不过，之后我得到的都是零。而我想在一列中获取所有交易信号。
Function SignalCTC(Price1, Price2, Mean, SD, StopLoss)
Dim i, j, k, m, n, o, p, numRows, numOTC, order, list, flag, finish
numRows = Price1.Rows.Count
Dim SignalColOTC()
ReDim SignalColOTC(numRows, 1)
Dim Price1Col()
ReDim Price1Col(numRows)
Dim Price2Col()
ReDim Price2Col(numRows)
Dim P_Ratio()
ReDim P_Ratio(numRows)
'Loop 1
For i = 1 To numRows
P_Ratio(i) = Price1(i) / Price2(i)
Next i
UpperLim = Mean + (2 * SD)
LowerLim = Mean - (2 * SD)
Count = 0
flag = 0
For i = 1 To numRows
If (Count = 0 And (P_Ratio(i) < UpperLim) And (P_Ratio(i) > LowerLim)) Then
Count = 0
flag = 0
SignalColOTC(i, 1) = "Wait&See"
ElseIf (Count = 0 And (P_Ratio(i) > UpperLim)) Then
Count = 1
flag = 1
SignalColOTC(i, 1) = "Wait&See"
ElseIf (Count = 0 And (P_Ratio(i) < LowerLim)) Then
Count = 1
flag = -1
SignalColOTC(i, 1) = "Wait&See"
ElseIf (Count = 1 And flag = 1 And (P_Ratio(i) < UpperLim) And (P_Ratio(i) > Mean)) Then
Count = 0
flag = 0
SignalColOTC(i, 1) = "OTC_Sell"
ElseIf (Count = 1 And flag = -1 And (P_Ratio(i) > LowerLim) And (P_Ratio(i) < Mean)) Then
Count = 0
flag = 0
SignalColOTC(i, 1) = "OTC_Buy"
Else: SignalColOTC(i, 1) = "Wait&See"
End If
Next i
numOTC = 0
order = 0
list = 0
For i = 1 To numRows
If (SignalColOTC(i, 1) = "OTC_Sell") Or (SignalColOTC(i, 1) = "OTC_Buy") Then
numOTC = numOTC + 1
Else: numOTC = numOTC
End If
Next i
'Dim x
'Loop 2
Dim SignalColCTC()
ReDim SignalColCTC(numRows, numOTC)
For n = 1 To numRows
If (SignalColOTC(n, 1) = "OTC_Sell") Then
list = list + 1
SignalColCTC(n, list) = "OTC_Sell"
For j = n + 1 To numRows
If ((P_Ratio(j) < Mean) Or (Abs(P_Ratio(j)) > (1 + StopLoss) * Abs(P_Ratio(n)))) Then
SignalColCTC(j, list) = "CTC_Buy"
Else: SignalColCTC(j, list) = "Wait&See"
End If
Next j
ElseIf (SignalColOTC(n, 1) = "OTC_Buy") Then
list = list + 1
SignalColCTC(n, list) = "OTC_Buy"
For k = n + 1 To numRows
If ((P_Ratio(k) > Mean) Or (Abs(P_Ratio(k)) < (1 - StopLoss) * Abs(P_Ratio(n)))) Then
SignalColCTC(k, list) = "CTC_Sell"
Else: SignalColCTC(k, list) = "Wait&See"
End If
Next k
End If
Next n
'Loop 3
For o = 1 To numRows
For list = 1 To numOTC
If (SignalColCTC(o, list) = "CTC_Buy") Or (SignalColCTC(o, list) = "CTC_Sell") Then
For p = o + 1 To numRows
SignalColCTC(p, list) = "0"
Next p
End If
Next list
Next o
SignalCTC = SignalColCTC
End Function
这应该是循环 3 的问题吗？我试图将循环 2 和循环 3 都放在一个循环下，但这次我什至没有收到一个交易信号，而是全部为零。
Function SignalCTC(Price1, Price2, Mean, SD, StopLoss)
Dim i, j, k, m, n, o, p, numRows, numOTC, order, list, flag, finish
numRows = Price1.Rows.Count
Dim SignalColOTC()
ReDim SignalColOTC(numRows, 1)
Dim Price1Col()
ReDim Price1Col(numRows)
Dim Price2Col()
ReDim Price2Col(numRows)
Dim P_Ratio()
ReDim P_Ratio(numRows)
'Loop 1
For i = 1 To numRows
P_Ratio(i) = Price1(i) / Price2(i)
Next i
UpperLim = Mean + (2 * SD)
LowerLim = Mean - (2 * SD)
Count = 0
flag = 0
For i = 1 To numRows
If (Count = 0 And (P_Ratio(i) < UpperLim) And (P_Ratio(i) > LowerLim)) Then
Count = 0
flag = 0
SignalColOTC(i, 1) = "Wait&See"
ElseIf (Count = 0 And (P_Ratio(i) > UpperLim)) Then
Count = 1
flag = 1
SignalColOTC(i, 1) = "Wait&See"
ElseIf (Count = 0 And (P_Ratio(i) < LowerLim)) Then
Count = 1
flag = -1
SignalColOTC(i, 1) = "Wait&See"
ElseIf (Count = 1 And flag = 1 And (P_Ratio(i) < UpperLim) And (P_Ratio(i) > Mean)) Then
Count = 0
flag = 0
SignalColOTC(i, 1) = "OTC_Sell"
ElseIf (Count = 1 And flag = -1 And (P_Ratio(i) > LowerLim) And (P_Ratio(i) < Mean)) Then
Count = 0
flag = 0
SignalColOTC(i, 1) = "OTC_Buy"
Else: SignalColOTC(i, 1) = "Wait&See"
End If
Next i
numOTC = 0
order = 0
list = 0
For i = 1 To numRows
If (SignalColOTC(i, 1) = "OTC_Sell") Or (SignalColOTC(i, 1) = "OTC_Buy") Then
numOTC = numOTC + 1
Else: numOTC = numOTC
End If
Next i
'Dim x
x=1
For Y=x to numRows
'Loop 2
Dim SignalColCTC()
ReDim SignalColCTC(numRows, numOTC)
For n = x To numRows
If (SignalColOTC(n, 1) = "OTC_Sell") Then
list = list + 1
SignalColCTC(n, list) = "OTC_Sell"
For j = n + 1 To numRows
If ((P_Ratio(j) < Mean) Or (Abs(P_Ratio(j)) > (1 + StopLoss) * Abs(P_Ratio(n)))) Then
SignalColCTC(j, list) = "CTC_Buy"
Else: SignalColCTC(j, list) = "Wait&See"
End If
Next j
ElseIf (SignalColOTC(n, 1) = "OTC_Buy") Then
list = list + 1
SignalColCTC(n, list) = "OTC_Buy"
For k = n + 1 To numRows
If ((P_Ratio(k) > Mean) Or (Abs(P_Ratio(k)) < (1 - StopLoss) * Abs(P_Ratio(n)))) Then
SignalColCTC(k, list) = "CTC_Sell"
Else: SignalColCTC(k, list) = "Wait&See"
End If
Next k
End If
Next n
'Loop 3
For o = x To numRows
For list = 1 To numOTC
If (SignalColCTC(o, list) = "CTC_Buy") Or (SignalColCTC(o, list) = "CTC_Sell") Then
For p = o + 1 To numRows
SignalColCTC(p, list) = "0"
Next p
End If
x = p
Next list
Next o
Next Y
SignalCTC = SignalColCTC
End Function
这里有一个有趣的问题。快速浏览了您的代码，没有发现任何问题。循环 3 对我来说似乎很好，而且似乎并不重要。
也许您正在实施的逻辑不是您想要的？我已经添加了我的评论版本（除了标签之外没有真正的变化）。对你来说可能是一个很好的方法来做类似于检查循环 1 和 2 正在做你想要他们做的事情。
另外，我假设均值和 SD 输入是价格比率？为什么不直接在函数中解决它们？
最后，确保您在以后声明变量时指定数据类型。可以避免错误和混乱。例如'dim i as integer'
Function SignalCTC(Price1, Price2, Mean, SD, StopLoss)
Dim i, j, k, m, n, o, p, numRows, numOTC, order, list, flag, finish
numRows = Price1.Rows.Count
Dim SignalColOTC()
ReDim SignalColOTC(numRows, 1)
Dim Price1Col()
ReDim Price1Col(numRows)
Dim Price2Col()
ReDim Price2Col(numRows)
Dim P_Ratio()
ReDim P_Ratio(numRows)
'calculate ratios
For i = 1 To numRows
P_Ratio(i) = Price1(i) / Price2(i)
Next i
UpperLim = Mean + (2 * SD)
LowerLim = Mean - (2 * SD)
Count = 0
flag = 0
'Loop 1
'identify possible opening events
For i = 1 To numRows
'if no events (within limits), reset
If (Count = 0 And (P_Ratio(i) < UpperLim) And (P_Ratio(i) > LowerLim)) Then
Count = 0
flag = 0
SignalColOTC(i, 1) = "Wait&See"
'if exceeds for the first time
ElseIf (Count = 0 And (P_Ratio(i) > UpperLim)) Then
Count = 1
flag = 1
SignalColOTC(i, 1) = "Wait&See"
'if under limit for the first time
ElseIf (Count = 0 And (P_Ratio(i) < LowerLim)) Then
Count = 1
flag = -1
SignalColOTC(i, 1) = "Wait&See"
'if already exceeded once and now within limits
ElseIf (Count = 1 And flag = 1 And (P_Ratio(i) < UpperLim) And (P_Ratio(i) > Mean)) Then
Count = 0
flag = 0
SignalColOTC(i, 1) = "OTC_Sell"
'if were under limit once and now within limits
ElseIf (Count = 1 And flag = -1 And (P_Ratio(i) > LowerLim) And (P_Ratio(i) < Mean)) Then
Count = 0
flag = 0
SignalColOTC(i, 1) = "OTC_Buy"
Else
SignalColOTC(i, 1) = "Wait&See"
End If
Next i
numOTC = 0
order = 0
list = 0
'count opening events
For i = 1 To numRows
If (SignalColOTC(i, 1) = "OTC_Sell") Or (SignalColOTC(i, 1) = "OTC_Buy") Then
numOTC = numOTC + 1
Else
'numOTC = numOTC 'redundant, don't need
End If
Next i
'Loop 2
'identify closing events
Dim SignalColCTC()
ReDim SignalColCTC(numRows, numOTC)
For n = 1 To numRows
If (SignalColOTC(n, 1) = "OTC_Sell") Then
list = list + 1 'scroll to next column
SignalColCTC(n, list) = "OTC_Sell" 'we know this is the sale event
For j = n + 1 To numRows 'remaining rows
'if hits mean, or makes a big loss
If ((P_Ratio(j) < Mean) Or (Abs(P_Ratio(j)) > (1 + StopLoss) * Abs(P_Ratio(n)))) Then
SignalColCTC(j, list) = "CTC_Buy" 'close position
Else
SignalColCTC(j, list) = "Wait&See"
End If
Next j
ElseIf (SignalColOTC(n, 1) = "OTC_Buy") Then 'logic repeated for sale
list = list + 1
SignalColCTC(n, list) = "OTC_Buy"
For k = n + 1 To numRows
If ((P_Ratio(k) > Mean) Or (Abs(P_Ratio(k)) < (1 - StopLoss) * Abs(P_Ratio(n)))) Then
SignalColCTC(k, list) = "CTC_Sell"
Else
SignalColCTC(k, list) = "Wait&See"
End If
Next k
End If
Next n
'Loop 3
'just filling zeros after position is closed
For o = 1 To numRows
For list = 1 To numOTC
If (SignalColCTC(o, list) = "CTC_Buy") Or (SignalColCTC(o, list) = "CTC_Sell") Then
For p = o + 1 To numRows
SignalColCTC(p, list) = "0"
Next p
End If
Next list
Next o
SignalCTC = SignalColCTC
End Function
编辑：
查看整个过程，我希望输出矩阵类似于：
SignalColCTC:
OTC_Buy Null Null
Wait&See Null Null
Wait&See OTC_Sell Null
Wait&See Wait&See Null
CTC_Sell Wait&See Null
0 CTC_Buy OTC_Buy
0 0 Wait&See
(N.B。我认为空值稍后会变成零)
这对我来说似乎很合理。也许您想要做的是将这些对转换为单个列？从你上传的图片来看，这就是你想要的。
当我想使用 Excel VBA.
构建配对交易自动化时遇到问题我的策略是在两只股票的价差触及+/- 2个标准差时开仓（OTC_Sell或OTC_Buy），平仓（CTC_buy或 CTC_sell) 当两只股票的价差达到 +/- 4 个标准差或回到均值时。仓位关闭后，我可以在收到另一个未平仓交易条件 (OTC) 后开设另一个仓位。
但是，当我 运行 代码时，似乎循环只 运行 一次，因为我只能获得一笔交易（以黄色突出显示）。在这个单元格之后，我可以只得到零但没有其他交易信号。我重新 运行 从原始列旁边的那个单元格开始的代码并进行另一笔交易（以绿色突出显示）。不过，之后我得到的都是零。而我想在一列中获取所有交易信号。
Function SignalCTC(Price1, Price2, Mean, SD, StopLoss)
Dim i, j, k, m, n, o, p, numRows, numOTC, order, list, flag, finish
numRows = Price1.Rows.Count
Dim SignalColOTC()
ReDim SignalColOTC(numRows, 1)
Dim Price1Col()
ReDim Price1Col(numRows)
Dim Price2Col()
ReDim Price2Col(numRows)
Dim P_Ratio()
ReDim P_Ratio(numRows)
'Loop 1
For i = 1 To numRows
P_Ratio(i) = Price1(i) / Price2(i)
Next i
UpperLim = Mean + (2 * SD)
LowerLim = Mean - (2 * SD)
Count = 0
flag = 0
For i = 1 To numRows
If (Count = 0 And (P_Ratio(i) < UpperLim) And (P_Ratio(i) > LowerLim)) Then
Count = 0
flag = 0
SignalColOTC(i, 1) = "Wait&See"
ElseIf (Count = 0 And (P_Ratio(i) > UpperLim)) Then
Count = 1
flag = 1
SignalColOTC(i, 1) = "Wait&See"
ElseIf (Count = 0 And (P_Ratio(i) < LowerLim)) Then
Count = 1
flag = -1
SignalColOTC(i, 1) = "Wait&See"
ElseIf (Count = 1 And flag = 1 And (P_Ratio(i) < UpperLim) And (P_Ratio(i) > Mean)) Then
Count = 0
flag = 0
SignalColOTC(i, 1) = "OTC_Sell"
ElseIf (Count = 1 And flag = -1 And (P_Ratio(i) > LowerLim) And (P_Ratio(i) < Mean)) Then
Count = 0
flag = 0
SignalColOTC(i, 1) = "OTC_Buy"
Else: SignalColOTC(i, 1) = "Wait&See"
End If
Next i
numOTC = 0
order = 0
list = 0
For i = 1 To numRows
If (SignalColOTC(i, 1) = "OTC_Sell") Or (SignalColOTC(i, 1) = "OTC_Buy") Then
numOTC = numOTC + 1
Else: numOTC = numOTC
End If
Next i
'Dim x
'Loop 2
Dim SignalColCTC()
ReDim SignalColCTC(numRows, numOTC)
For n = 1 To numRows
If (SignalColOTC(n, 1) = "OTC_Sell") Then
list = list + 1
SignalColCTC(n, list) = "OTC_Sell"
For j = n + 1 To numRows
If ((P_Ratio(j) < Mean) Or (Abs(P_Ratio(j)) > (1 + StopLoss) * Abs(P_Ratio(n)))) Then
SignalColCTC(j, list) = "CTC_Buy"
Else: SignalColCTC(j, list) = "Wait&See"
End If
Next j
ElseIf (SignalColOTC(n, 1) = "OTC_Buy") Then
list = list + 1
SignalColCTC(n, list) = "OTC_Buy"
For k = n + 1 To numRows
If ((P_Ratio(k) > Mean) Or (Abs(P_Ratio(k)) < (1 - StopLoss) * Abs(P_Ratio(n)))) Then
SignalColCTC(k, list) = "CTC_Sell"
Else: SignalColCTC(k, list) = "Wait&See"
End If
Next k
End If
Next n
'Loop 3
For o = 1 To numRows
For list = 1 To numOTC
If (SignalColCTC(o, list) = "CTC_Buy") Or (SignalColCTC(o, list) = "CTC_Sell") Then
For p = o + 1 To numRows
SignalColCTC(p, list) = "0"
Next p
End If
Next list
Next o
SignalCTC = SignalColCTC
End Function
这应该是循环 3 的问题吗？我试图将循环 2 和循环 3 都放在一个循环下，但这次我什至没有收到一个交易信号，而是全部为零。
Function SignalCTC(Price1, Price2, Mean, SD, StopLoss)
Dim i, j, k, m, n, o, p, numRows, numOTC, order, list, flag, finish
numRows = Price1.Rows.Count
Dim SignalColOTC()
ReDim SignalColOTC(numRows, 1)
Dim Price1Col()
ReDim Price1Col(numRows)
Dim Price2Col()
ReDim Price2Col(numRows)
Dim P_Ratio()
ReDim P_Ratio(numRows)
'Loop 1
For i = 1 To numRows
P_Ratio(i) = Price1(i) / Price2(i)
Next i
UpperLim = Mean + (2 * SD)
LowerLim = Mean - (2 * SD)
Count = 0
flag = 0
For i = 1 To numRows
If (Count = 0 And (P_Ratio(i) < UpperLim) And (P_Ratio(i) > LowerLim)) Then
Count = 0
flag = 0
SignalColOTC(i, 1) = "Wait&See"
ElseIf (Count = 0 And (P_Ratio(i) > UpperLim)) Then
Count = 1
flag = 1
SignalColOTC(i, 1) = "Wait&See"
ElseIf (Count = 0 And (P_Ratio(i) < LowerLim)) Then
Count = 1
flag = -1
SignalColOTC(i, 1) = "Wait&See"
ElseIf (Count = 1 And flag = 1 And (P_Ratio(i) < UpperLim) And (P_Ratio(i) > Mean)) Then
Count = 0
flag = 0
SignalColOTC(i, 1) = "OTC_Sell"
ElseIf (Count = 1 And flag = -1 And (P_Ratio(i) > LowerLim) And (P_Ratio(i) < Mean)) Then
Count = 0
flag = 0
SignalColOTC(i, 1) = "OTC_Buy"
Else: SignalColOTC(i, 1) = "Wait&See"
End If
Next i
numOTC = 0
order = 0
list = 0
For i = 1 To numRows
If (SignalColOTC(i, 1) = "OTC_Sell") Or (SignalColOTC(i, 1) = "OTC_Buy") Then
numOTC = numOTC + 1
Else: numOTC = numOTC
End If
Next i
'Dim x
x=1
For Y=x to numRows
'Loop 2
Dim SignalColCTC()
ReDim SignalColCTC(numRows, numOTC)
For n = x To numRows
If (SignalColOTC(n, 1) = "OTC_Sell") Then
list = list + 1
SignalColCTC(n, list) = "OTC_Sell"
For j = n + 1 To numRows
If ((P_Ratio(j) < Mean) Or (Abs(P_Ratio(j)) > (1 + StopLoss) * Abs(P_Ratio(n)))) Then
SignalColCTC(j, list) = "CTC_Buy"
Else: SignalColCTC(j, list) = "Wait&See"
End If
Next j
ElseIf (SignalColOTC(n, 1) = "OTC_Buy") Then
list = list + 1
SignalColCTC(n, list) = "OTC_Buy"
For k = n + 1 To numRows
If ((P_Ratio(k) > Mean) Or (Abs(P_Ratio(k)) < (1 - StopLoss) * Abs(P_Ratio(n)))) Then
SignalColCTC(k, list) = "CTC_Sell"
Else: SignalColCTC(k, list) = "Wait&See"
End If
Next k
End If
Next n
'Loop 3
For o = x To numRows
For list = 1 To numOTC
If (SignalColCTC(o, list) = "CTC_Buy") Or (SignalColCTC(o, list) = "CTC_Sell") Then
For p = o + 1 To numRows
SignalColCTC(p, list) = "0"
Next p
End If
x = p
Next list
Next o
Next Y
SignalCTC = SignalColCTC
End Function
这里有一个有趣的问题。快速浏览了您的代码，没有发现任何问题。循环 3 对我来说似乎很好，而且似乎并不重要。
也许您正在实施的逻辑不是您想要的？我已经添加了我的评论版本（除了标签之外没有真正的变化）。对你来说可能是一个很好的方法来做类似于检查循环 1 和 2 正在做你想要他们做的事情。
另外，我假设均值和 SD 输入是价格比率？为什么不直接在函数中解决它们？
最后，确保您在以后声明变量时指定数据类型。可以避免错误和混乱。例如'dim i as integer'
Function SignalCTC(Price1, Price2, Mean, SD, StopLoss)
Dim i, j, k, m, n, o, p, numRows, numOTC, order, list, flag, finish
numRows = Price1.Rows.Count
Dim SignalColOTC()
ReDim SignalColOTC(numRows, 1)
Dim Price1Col()
ReDim Price1Col(numRows)
Dim Price2Col()
ReDim Price2Col(numRows)
Dim P_Ratio()
ReDim P_Ratio(numRows)
'calculate ratios
For i = 1 To numRows
P_Ratio(i) = Price1(i) / Price2(i)
Next i
UpperLim = Mean + (2 * SD)
LowerLim = Mean - (2 * SD)
Count = 0
flag = 0
'Loop 1
'identify possible opening events
For i = 1 To numRows
'if no events (within limits), reset
If (Count = 0 And (P_Ratio(i) < UpperLim) And (P_Ratio(i) > LowerLim)) Then
Count = 0
flag = 0
SignalColOTC(i, 1) = "Wait&See"
'if exceeds for the first time
ElseIf (Count = 0 And (P_Ratio(i) > UpperLim)) Then
Count = 1
flag = 1
SignalColOTC(i, 1) = "Wait&See"
'if under limit for the first time
ElseIf (Count = 0 And (P_Ratio(i) < LowerLim)) Then
Count = 1
flag = -1
SignalColOTC(i, 1) = "Wait&See"
'if already exceeded once and now within limits
ElseIf (Count = 1 And flag = 1 And (P_Ratio(i) < UpperLim) And (P_Ratio(i) > Mean)) Then
Count = 0
flag = 0
SignalColOTC(i, 1) = "OTC_Sell"
'if were under limit once and now within limits
ElseIf (Count = 1 And flag = -1 And (P_Ratio(i) > LowerLim) And (P_Ratio(i) < Mean)) Then
Count = 0
flag = 0
SignalColOTC(i, 1) = "OTC_Buy"
Else
SignalColOTC(i, 1) = "Wait&See"
End If
Next i
numOTC = 0
order = 0
list = 0
'count opening events
For i = 1 To numRows
If (SignalColOTC(i, 1) = "OTC_Sell") Or (SignalColOTC(i, 1) = "OTC_Buy") Then
numOTC = numOTC + 1
Else
'numOTC = numOTC 'redundant, don't need
End If
Next i
'Loop 2
'identify closing events
Dim SignalColCTC()
ReDim SignalColCTC(numRows, numOTC)
For n = 1 To numRows
If (SignalColOTC(n, 1) = "OTC_Sell") Then
list = list + 1 'scroll to next column
SignalColCTC(n, list) = "OTC_Sell" 'we know this is the sale event
For j = n + 1 To numRows 'remaining rows
'if hits mean, or makes a big loss
If ((P_Ratio(j) < Mean) Or (Abs(P_Ratio(j)) > (1 + StopLoss) * Abs(P_Ratio(n)))) Then
SignalColCTC(j, list) = "CTC_Buy" 'close position
Else
SignalColCTC(j, list) = "Wait&See"
End If
Next j
ElseIf (SignalColOTC(n, 1) = "OTC_Buy") Then 'logic repeated for sale
list = list + 1
SignalColCTC(n, list) = "OTC_Buy"
For k = n + 1 To numRows
If ((P_Ratio(k) > Mean) Or (Abs(P_Ratio(k)) < (1 - StopLoss) * Abs(P_Ratio(n)))) Then
SignalColCTC(k, list) = "CTC_Sell"
Else
SignalColCTC(k, list) = "Wait&See"
End If
Next k
End If
Next n
'Loop 3
'just filling zeros after position is closed
For o = 1 To numRows
For list = 1 To numOTC
If (SignalColCTC(o, list) = "CTC_Buy") Or (SignalColCTC(o, list) = "CTC_Sell") Then
For p = o + 1 To numRows
SignalColCTC(p, list) = "0"
Next p
End If
Next list
Next o
SignalCTC = SignalColCTC
End Function
编辑：
查看整个过程，我希望输出矩阵类似于：
SignalColCTC:
OTC_Buy Null Null
Wait&See Null Null
Wait&See OTC_Sell Null
Wait&See Wait&See Null
CTC_Sell Wait&See Null
0 CTC_Buy OTC_Buy
0 0 Wait&See
(N.B。我认为空值稍后会变成零)
这对我来说似乎很合理。也许您想要做的是将这些对转换为单个列？从你上传的图片来看，这就是你想要的。