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Re: Backtesting and AddToComposite



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Explore for the last n=1 last quotation with
V1=ROC(V,1);
Filter=1;
AddColumn(V1,"ROCv");
then hit on ROCv label and select your favorites.
As an alternative, Explore with
V1=ROC(V,1);
Filter=V1>50;//or another percentage
AddColumn(V1,"ROCv");
to select stocks with +50% Volume increase.
DT
--- 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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