I have a trial version of porfolio optimization. I getting a run time error 9- Out of range, when I run rolling backtest. I am using excel 2013. Can you help me with this issue?
Occasionally, when you try to run a macro, an error message will appear, such as the "Run-Time Error '9': Subscript Out of Range" error shown below. On this error message, there are 3 buttons available -- End, Debug and Help. To stop the macro, click the End button. To get information about the error, click Help.
The error is likley to be due to the settings for the period interval and time observation data. If you attach you template to a reply of this post email notification, we can look into the issue.
On investigation, we found an issue with the rolling backtesting feature in Excel 2013. It has now been fixed and compatible with all other versions of Excel in the download version.
This is my template. For rolling backtest i use the following parametres:Back period for each optimization:52 (52 weeks - 1 year) Period gap between each optimization: 4 (4 weeks-1 Month) Thank you very much for your help I don't know how can I attach a template. Could you tell me how can I do?