In the afl use addtocomposite to store the values then in second afl reference these composites with the foreign functions
-- Cheers Graham Kav AFL Writing Service http://www.aflwriting.com 2008/7/16 Louis Préfontaine <[EMAIL PROTECTED]>: > Hi Graham, > > What exactly do you mean by "save the results into composite symbols"? A > composite symbol is the addition of every OHLC, right? I don't understand > what you mean... If you talk about a way to do it in two steps, that would > be ok for me. I'd need first to be able to find the 500 symbols for each > day for the last year (252 trading days), but then how to stock this data in > a composite symbol?! > > Thanks, > Louis > > 2008/7/14 Graham <[EMAIL PROTECTED]>: >> >> Louis >> You have actually been given enough information, perhaps not directly >> to the question >> >> Run the ranking afl and save the results into composite symbols >> In your backtest code add condition to entry signals that the foreign >> composite value is <500 >> >> Yes it is best to do as 2 parts because the ranking takes so long it >> makes the backtest very long to do >> >> -- >> Cheers >> Graham Kav >> AFL Writing Service >> http://www.aflwriting.com >>
