Why not invest a little bit on an off-the-shelf personal investment
application?


"Jeff-B" wrote:

I trade futures and by year end I have many buys/sells and short/covers to
match up. Depending on the day I may have several buys before selling 1
contract. here is an example of the data I have in excel:

Date Buy Sell Desc Price

8/13/2007 1 SEP07 CBOT 5 DOW 132.95
8/13/2007 2 SEP07 CBOT 5 DOW 133.00
8/13/2007 1 SEP07 CBOT 5 DOW 133.04
8/13/2007 1 SEP07 CBOT 5 DOW 133.06
8/13/2007 1 SEP07 CBOT 5 DOW 133.07
8/13/2007 1 SEP07 CBOT 5 DOW 133.18
8/13/2007 1 SEP07 CBOT 5 DOW 133.28
8/13/2007 1 SEP07 CBOT 5 DOW 133.30
8/13/2007 1 SEP07 CBOT 5 DOW 133.34
8/13/2007 1 SEP07 CBOT 5 DOW 133.39
8/13/2007 1 SEP07 CBOT 5 DOW 133.40
8/13/2007 1 SEP07 CBOT 5 DOW 133.44
8/13/2007 1 SEP07 CBOT 5 DOW 133.49
8/13/2007 1 SEP07 CBOT 5 DOW 133.49
8/13/2007 1 SEP07 CBOT 5 DOW 133.50
8/13/2007 1 SEP07 CBOT 5 DOW 133.65
8/13/2007 1 SEP07 CBOT 5 DOW 133.65
8/13/2007 1 SEP07 CBOT 5 DOW 133.67
8/13/2007 1 SEP07 CBOT 5 DOW 133.70

The idea is to do a first in first out match up. To explain the first trade
I bought 1 contract then sold 2 contracts thus being short 1 contract ect.
Can someone please help me figure out how I might be able automate this
matching. It takes me so much time doing this line by line manually . The
ultimate would be for it to calculate the profit or loss for each trade. If
this question is beyond the scoop of this forum I apologize. I am at a loss
after several attempts to figure this out on my own.