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DT & b,
Thanks, but my intent was to allow for backtesting
with such a filter--i.e. run the backtester to
see what the performance would have been had the
filter you mention been applied and, say, the top
3 stocks chosen. b, not sure if you could write
a plug-in for this since outside calls are limited
to stock prices info (i.e. you can't call backtester
engine).
Does anyone else see the value in such a feature?
Thanks,
Walid
--- dtsokakis <TSOKAKIS@xxxx> wrote:
> 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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