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To do what you want involves comparing all the stocks being tested
on a day by day basis. One reasons for AB's great speed in back
testing is that it does not compare stocks but just focuses on one
at a time.
Likely the best way to do what you want is to write a plugin (or get
someone to do it). It would such a handy feature to have -- as long
as it only slows AB down when the plugin is called by AFL code.
Although I would use such a feature, I would not want it if it would
slow AB down for other tasks.
b
--- In amibroker@xxxx, Walid Atia <walid_atia@xxxx> wrote:
> All,
>
> Is there anyway to run a backtest that includes a
> daily composite calculation? For example, if I
> want to scan all the stocks in the nasdaq 100 for
> the one with the largest volume spike (in percentage),
> then apply buy/sell rules to that particular
> stock (or the top 5), can this be done in an
> automated way for backtesting purposes?
>
> I think this would be a very powerful capability.
>
> Thanks in advance,
>
> Walid
>
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