I have a scoring system that I would like to import into AB, and then overlay the technical indicators. The scoring system goes back in time -- a typical database row reads 'Symbol,Date,Score'. The scores change from period to period.
I would hope to run backtests that screen stocks based on the score. At each time period, only top ranked stocks (using my custom score) would be eligible for purchase. Technical indicators would help with the timing. It does not appear feasible to reproduce the score in AB. Importation is the only solution. I understand there is the Rmath plug in which might help, but I don't know R. I do know VB. I guess my first thought would be, does AB have a parser that allows it to read generic ASCII files that contain non price data, in such a way that the scores become available in a backtesting environment?
