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License: MIT License
Excell addin for performing Monte Carlo simulation
License: MIT License
I installed XLRisk per the instructions at "Download and Install." I opened the spreadsheet I want to use XLRisk on and when I clicked on XLRisk / Setup I got the error message above. I clicked on Debug and it pointed me to the line of code in the attachment.
I am on a Windows laptop (Dell G5 SE), Windows 10 Home, Microsoft Office Professional Plus 2016 with Excel and other office products.
Any advice?
I have been loving XL-Risk so far and it has been working great as well. I am attempting to get it to run my macro for IRR before or after each simulation and it gives me this error message sequence. I am on the most recent version of Excel. If you could give any help that would be great. Thank you.
Thanks in advance for you time! Disclaimer: I'm not a statistician.
Using Excel to analyze stock trading strategy. Uses monthly ending prices and formula-based buying/selling based on my inputs. In addition to the ending prices, I have three input variables which I adjust for each simulation run.
I run Monte Carlo simulation using randomized range of actual stock prices with calculated results output to Data Table (What-if Analysis). Calculated results per each run are $Drawdown; $End Portfolio Value; $Cash Required; %Annualized Return; %Total Return.
Can I use XLRisk to run simulations of the calculated results from my worksheet? Specifically, does it generate tables/charts based on my five calculated results? If so, can I input my acceptable range of input variables also?
Are the generated tables/charts static or dynamic? I run histogram (with pareto), box and whisker and scatterplot charts of my results. I also run a probability table for the results.
Hope this makes sense. Thanks!
First of all thanks for this excel Add-in. Very simple, very useful !
Here is the issue. when there is a lot of risk functions and a lot of iterations, Excel (MacOS version 16.34) crashes at the reports creation's step (ProduceCumulativeDistributions, ...), more precisely when creating the charts.
I had a look on Internet and found this: https://stackoverflow.com/questions/36232382/initializing-chart-object-in-crashes-vba .
So I inserted R.Select
before each Set NewChart = mOutSheet...
instruction and now it works fine for me.
Cheers
Hello,
first of all thank you for this amazing tool, which I am starting using for running MC simulations for trading strategies.
I have done quite a few simulations with a few hundreds simulations and it works fine. Now that I am close to my final results I am running larger simulation, with 10000 runs, and I noticed Charts do not get created?
I wonder whether there is a limit of runs for the charts or something else? Another difference with previous simulations that worked OK is the sample size (number of variables that I simulate with uniform distribution) as so far I have used samples with size of 100 or 120, this one has size 360 (simulated 10000 times), again not sure there is a limit? Statistics are calculated OK, but no charts are generated.
Just to add another point in regards of Tornado Graph, I wonder if it should pick description of the Y axis values from the column before the source one as it does in the NOVA example, but in my case it always shows just the cell reference number (see second picture attached from another smaller simulation I did).
I am using Excel 365 latest version.
Thanks!
Attached are copies of the crash report and the excel file.
crash report.txt
Scenario 2 new.xlsx
.
Book1.xlsx
Goodday,
I realy like the plug in, it works realy fast and provides a usefull outcome
However im struggeling to get a tornado chart reported.
it seems to struggle with the onedrive integration?
can you help out on this topic?
many thanks!
Hans
Site Link to Nova.xlsx not working
I created a workbook with 4 input variables. I ran a simulation that appears to be successful. However, on the Risk Results tab only the first 3 input variables are listed in the Correlations area and in the Risk Tornado Diagram.
The input variable missing is ''Final Calc'!$F$17 - it is a lognormal distribution.
The workbook is "Provenir Decision Engines - Queuing Perspective v3.0.xlsm" - I copied it to Google Docs. Link is https://docs.google.com/spreadsheets/d/1Z2MI_9kisowW70XRjCVWTZLAcQ83bFGy/edit?usp=sharing&ouid=111926237364535382821&rtpof=true&sd=true.
Feel free to download a local copy to look at it. Please let me know when you have done so - I would like to disable this link.
Thanks,
Vin Underwood
Hii,
I was try this add-ins in Ms excel Prof Plus 2013 on Windows 10 Pro 64-bit.
When i am running the add-ins, it's shows a message box:
"Compile error in hiden module: Eigen.... and the cursor change to loading icon for long.
below the message screenshoot of the message:
I also try on macbook pro but it did succesfuly.
What i must do to run it on my windows laptop. thank you
Regards,
The tornado graph does not print out. It stays blank although the right output cell is referred to (sum of variables).
The use of the INDIRECT() formula in defining TornadoX and TornadoY means that the first reference to the worksheet name does not change when the user decides to change the name of the worksheet
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