Hi Fred, I'll try to clarify some more... I have a friend who claims he has had great success by making his trading system do two things: 1) backtest his system against recent data (he won't say how recent) for a select group of stocks, and 2) create a watchlist of the best performing stocks (based on the recent historical data test in #1) and then the system ultimately selects from the new watchlist which stocks it will trade.
I was hoping to add this type of functionality to my trading system. I am also hoping that in the midst of all the other scripts I am running for my trading system, I can somehow add a backtest script that will create the additional watchlist of best-performing stocks. Whether or not my friend is correct in assuming the success of his system lies in this functionality, I cannot say. I would, however, like to test his theory on my own trading system. His trading system does not use AB whatsoever. He works for a large financial firm. Thanks, Brian --- In [email protected], "Fred" <[EMAIL PROTECTED]> wrote: > > Are you referring to in backtest ? > > --- In [email protected], "brpnw1" <tradermail@> wrote: > > > > Hi Fred, > > > > Robust = it generates consistently high profit. Not sure if you > > thought of a different definition, but this is what I meant > > by "robust." > > > > ~Bman > > > > --- In [email protected], "Fred" <ftonetti@> wrote: > > > > > > Robust ? ... What makes it robust ? > > > > > > --- In [email protected], "brpnw1" <tradermail@> wrote: > > > > > > > > REPOST (see below). > > > > > > > > --- In [email protected], "brpnw1" <tradermail@> wrote: > > > > > > > > > > Hello fellow AB crew, > > > > > > > > > > I am looking for either search terms I can use to find > > previous > > > > posts > > > > > on this topic (please advise which terms to use) or an > > overview > > > of > > > > how > > > > > to build the following in AFL... > > > > > > > > > > I want to identify which specific stocks/ticker symbols are > > > > expected > > > > > to perform best with my trading system. I would like to > > isolate > > > > the > > > > > best-performing 20 stocks that have historically generated > the > > > > best > > > > > reults for my trading system. I only want to trade these > > stocks > > > > with > > > > > the given system. > > > > > > > > > > My understanding is that stocks that have performed best in > > the > > > > very > > > > > recent past have a better chance of performing well in the > > near- > > > > term. > > > > > This is based on a friend's robust trading system which is > > > working > > > > > quite well. Therefore, I am interested in also selecting the > > > > length of > > > > > historical data that will be tested against the system for > > each > > > > stock. > > > > > > > > > > Any ideas or code that you can throw at me to get me started? > > > > > > > > > > Thanks in advance, > > > > > > > > > > Brian, aka "Bman" > > > > > > > > > > > > > > > Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> Your email settings: Individual Email | Traditional <*> To change settings online go to: http://groups.yahoo.com/group/amibroker/join (Yahoo! ID required) <*> To change settings via email: mailto:[EMAIL PROTECTED] mailto:[EMAIL PROTECTED] <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
