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This is an important and widely held desire,
to be able to backtest "dynamic portfolios", i.e. portfolios which select
from the sub-universe based on criteria and then update periodically or as
necessary based upon criteria.
This has been mentioned in the past, and Ithought
Tomasz has replied in the affirmative although I could be wrong about the
latter.
Please comment Tomasz, and hopefully in the
affirmative. What are your plans for Dynamic Portfolios?
Cordially,
Richard
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Steve Dugas
To: <A title=amibroker@xxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, July 13, 2002 7:34
AM
Subject: [amibroker] TJ - Plug-in
capabilities?
Hi TJ,
Hope you had a very nice vacation. Welcome
back!
My employer will pay for me to take classes, so I am
thinking about signing up for a class in object-oriented programming. I just
have a couple of questions regarding what types of testing it would be
possible to do in AB with scripts/plug-ins. What I would like to do is
this:
On the 1st day of the backtest period, test all stocks in
list for my buy signals, evaluate the ones that pass and
buy the one that best meets my criteria. Later, when I get a sell signal,
sell that stock and buy a (probably) different one using the same test
procedure as before. So, for example, over a 2 year period, my test would
consist of buying and selling maybe 10 or 20 different stocks, using the same
system. My questions are:
1. Using a script or plug-in, would it be possible todo
this now in AB?
2. If not, any plans to add this capability in the
future?
3. If not possible now, could I instead write a
stand-alone .exe which would access the AB database directly via Object Model
or some other method and do this? In this case, I guess I would not
actually be using AB itself, just its database. The idea would be to do this
type of multi-stock testing and get the results by creating my
own report. Thank you very much for any help or advice!
Best Wishes,
SteveYour
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