on-going trades. For back-testing it's going to be more difficult,
assuming you even have the history of "approved" symbols by week.
You can import watchlists from text files easy enough.
--
Terry
-----Original Message-----
From: [email protected] [mailto:[EMAIL PROTECTED] On
Behalf Of iceboundbug
Sent: Wednesday, May 10, 2006 08:33
To: [email protected]
Subject: [amibroker] Can Amibroker do this ? - Backtesting with a
Dynamic Portfolio of Securities
Hi,
I want to apply a trading system for a portfolio of securities.
However, the securities in the portfolio changes weekly since the
securities are selected using propriatory set of criteria (from a
vendor).
eg:
I have 1000 symbols in my portfolio.
Only 100 of them qualify to trade one week and therefore I only want
to apply the strategy for the 100 only in that week.
Next week, 80 symbols qualify to trade (some from last week, some
new). Again I only want to apply the strategy for the 80 and so forth.
So is there a way to flag / exclude symbols in the portfolio that are
not qualifying during backtesting.
Please let me know.
Thanks
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