Re: [amibroker] Backtesting question for TC2000 users

Thu, 04 May 2006 10:46:38 -0700

Hi Paul,

I'm sure it could be done ( with a little work  8 - ). Off the top of my
head...

1. Run an AFL ( exploration ) over MG industry tickers,  which displays a
column for RSI, then sort on RSI to bring "top 10" industries to the top ( I
have MG tickers in their own group, but I can't remember now if I set them
up myself or if it was automatically done by the plugin. Maybe you might
need to put them in their own group or watchlist first. )

2. Assuming you have already set up Base Indexes for Industry groups, open a
second AFL in the editor and plug in the current top 10 using something like
this:

Industry = GetBaseIndex();
Filter = Industry == "MG110" or
            Industry == "MG210" or....;

3. Then run this AFL ( exploration again ) over all stocks to display only
stocks in top 10 industries, and add results to a watchlist. Then run
backtest over that watchlist. Good luck!

Steve

----- Original Message -----
From: "polomorabe" <[EMAIL PROTECTED]>
To: <[email protected]>
Sent: Thursday, May 04, 2006 6:44 AM
Subject: [amibroker] Backtesting question for TC2000 users


Hello

I've been reading through some of the recent backtesting posts here,
and a thought struck me. Has anyone used backtesting in conbination
with TC2000's MG industry groups? This would be a two-tier approach as
follows:

1. On the weekly timeframe, scan the groups and filter the 10 with,
for example, the highest RSI.

2. Run a separate backtest scan, for example, MACD crossovers, that
only uses the stock tickers belonging to the groups obtained in step 1.

I was thinking that backtesting using stocks from the best industry
groups might give interesting results.

I don't know if this is possible...

Just musing,
Paul







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