Hello, I've been using AB for a while, and am reasonably proficient with AFL.
I want to backtest a strategy that has been in the back of my head. I want to backtest a watchlist, but instead of the portfolio consisting of one of more stocks from the watchlist at any time, I want to separately backtest each stock in the watchlist, and then rank the CAR performance per stock. In other words, I want to test which stocks work best with the strategy, and only use those stocks for future trades I suppose that this would involve running the test separately for each stock in the watchlist, where each test assumes that the stock being tested is the only stock in the portfolio. I could do this manually by selecting each symbol in turn and then running the backtester using the "select current symbol" option, but I wondered if thsi can be automated. Many thanks, Paul
