Thanks for the reply Mike. I believe I have the strategy and watchlist part nailed down. I am actually looking for specific instructions on how to use the AA to test the strategy for all the symbols in the watchlist and getting an aggregate result. I am not looking to optimize returns by choosing between alternative positions (using positionscore, etc), rather an analysis that will trade all the signals in every stock.
I guess I could set position size to 1/nth of equity (n = number of symbols in watchlist). But I was wondering if AA had a built-in feature that produced the same result without the need to set up a portfolio allocation logic. --- In [email protected], "Mike" <sfclimb...@...> wrote: > > Run it against a watch list. If your single stock is representative of its > sector, you might try including other stocks in the same sector. Conversely, > you might try offsetting it by including stocks with "opposite" behavior to > counter the drawdowns (typically at the expense of reduced peaks also). > > Create your own watchlist, or use one provided by your data provider (e.g. > components of the S&P 500, etc). Use portfolio backtester from AA window. > > Alternatively, if you don't want to maintain a watch list, add logic to only > Buy if the symbol belongs to a chosen sector/industry/whatever, then run > against all symbols. > > If you've managed to capture a generic pattern you could apply it to all > stocks in the database in search of as many signals as possible. > > The combinations are endless, and 'best' is subjective. > > Mike > > --- In [email protected], "lucianomt" <lucianomt@> wrote: > > > > I've developed a trading strategy and have tested/optimized it using one > > stock. What is the best way to test it with a list of stocks? > > > > I don't have a portfolio allocation logic, I just need the aggregate > > numbers for all the stock on the list. > > >
