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Walid,
I do not know how to do this.
DT
--- In amibroker@xxxx, Walid Atia <walid_atia@xxxx> wrote:
> 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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>
>
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