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Daily AM Return 3-Days MA 5-Days MA 11-Days MA -4.98% -4.52% 0.14% -3.44% 0.26% -1.52% -2.63% -5.22% -1.60% -3.06% -1.23% -2.06% -2.21% -1.83% -2.76% -1.58%

Daily AM Return 3-Days MA 5-Days MA 11-Days MA
-4.98% -4.52%
0.14% -3.44%
0.26% -1.52% -2.63%
-5.22% -1.60% -3.06%
-1.23% -2.06% -2.21%
-1.83% -2.76% -1.58%
-2.65% -1.90% -2.13%
-3.54% -2.67% -2.90%
3.40% -0.93% -1.17% -2.20%
-0.19% -0.11% -0.96% -1.94%
-2.36% 0.29% -1.07% -1.65%
5.65% 1.03% 0.59% -0.69%
2.49% 1.93% 1.80% -0.47%
-4.03% 1.37% 0.31% -0.86%
-4.06% -1.87% -0.46% -0.76%
0.27% -2.60% 0.07% -0.62%
-2.52% -2.10% -1.57% -0.68%
2.53% 0.09% -1.56% -0.21%
6.15% 2.05% 0.47% 0.67%
1.96% 3.55% 1.68% 0.54%
-0.38% 2.58% 1.55% 0.52%
-3.08% -0.50% 1.44% 0.45%
0.42% -1.01% 1.01% -0.02%
1.91% -0.25% 0.17% -0.07%
-2.05% 0.09% -0.64% 0.10%
TRADING STRATEGY 1 (subroutine):
1. If 5-day MA > 11-day MA AND 3-Day MA > 5-Day MA, output BUY (case sensitive)
2. If 5-day MA > 3-Day MA AND Current Return < 3-Day MA, output SELL (case sensitive)
3. If there are consecutives buy/sell from conditions 1 and 2 then change them to HOLD; otherwise, output HOLD.

Each row of data range is named after the title.

So we are given these data sets and asked to write a subroutine to output the signal of either buy or hold or sell depends on the given conditions. (The third condition means any future BUY (or SELL) statements should be changed to until you SELL (or BUY) the stock you have already bought. If you have already used your cash to BUY stocks, you cannot BUY again as you have no cash to do so.)

I have some idea on first two conditions, but have totally no idea how to incorporate condition 3.

Sub part3tradingstrategy1()

Dim variable As String Dim norows As Integer

norows = Range("daliyamreturn").Rows.count

For i = 1 To norows

If Range("threedaysma").Cells(i, 1) = 0 Or Range("fivedaysma").Cells(i, 1) = 0 Or Range("elevendaysma").Cells(i, 1) = 0 Then

variable = "HOLD"

ElseIf Range("threedaysma").Cells(i, 1) > Range("fivedaysma").Cells(i, 1) And Range("fivedaysma").Cells(i, 1) > Range("elevendaysma").Cells(i, 1) Then

variable = "BUY"

ElseIf Range("fivedaysma").Cells(i, 1) > Range("threedaysma").Cells(i, 1) And Range("fivedaysma").Cells(i, 1) > Range("daliyam").Cells(i, 1) Then

variable = "SELL"

Else: variable = "HOLD"

End If

Range("aa13").Cells(i, 1) = variable

variable = ""

Next i

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