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EXCEL 2003

I have a difficult problem using the combin function that I can't seem to find a solution for online.

I have daily performances of 10 different trading strategies and I want to display and rank the top performing combination of 4 of them every day. (So in excel this amounts to 210 different combinations per day using the function COMBIN(10,4).

The issue I am having is that Im not sure how to display the various combinations as output, which I can then rank and use for statistical interpretation.

Ken,

On the active sheet,

Put your trading symbols in A1:J1 (10 symbols)

then run this macro:

Sub Combinations()

Dim n As Integer, m As Integer

Dim v As Variant, rng As Range

numcomb = 0

Set rng = Range("A1:J1")

'Set rng = rng.Resize(1, 5)

v = Application.Transpose(Application _

.Transpose(rng))

n = UBound(v, 1)

' m = InputBox("Taken how many at a time?", "Combinations")

m = 4

If Application.Combin(n, m) > 64530 Then

MsgBox "Too many to write out, quitting"

Exit Sub

End If

Range("A3").Select

Comb2 n, m, 1, "'", v

End Sub

'Generate combinations of integers k..n taken m at a time, recursively

Sub Comb2(ByVal n As Integer, ByVal m As Integer, _

ByVal k As Integer, ByVal s As String, v As Variant)

Dim v1 As Variant

If m > n - k + 1 Then Exit Sub

If m = 0 Then

'Debug.Print "->" & s & "<-"

v1 = Split(Replace(Trim(s), "'", ""), " ")

For i = LBound(v1) To UBound(v1)

ActiveCell.Offset(0, i) = v(v1(i))

Next

ActiveCell.Offset(1, 0).Select

Exit Sub

End If

Comb2 n, m - 1, k + 1, s & k & " ", v

Comb2 n, m, k + 1, s, v

End Sub

This will generate the 210 Unique combinations starting in row 3, column A

--

Regards,

Tom Ogilvy

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