I have through external means constructed a list of days and symbols for each day. I'd like to backtest a strategy using Amibroker that looks for a certain intraday setup in that particular day's symbol list.
For example, I have data in a CSV file similar to this: 2008-11-17,GOOG 2008-11-17,MSFT 2008-11-18,RFMD 2008-11-18,SWY What I'd like to do is have Amibroker only test efficiently use my list of symbols to run a backtest against. So in the example above, it would look for the setup I have defined in my AFL code for GOOG and MSFT on 2008-11-17, for RFMD and SWY on 2008-11-18, etc. How would you tackle this?
