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MANY OF US
are thinking to get a dynamic portfolio with various option.
Tz must add this option, but probably on 25th december
stephane
> Hello all,
>
> Since starting to use Amibroker, it finally dawned on me that the
> results you get from backtesting will not accurately reflect the
> results you will necessary achieve if applying this system to real-
> life. This is because AB performs multiple-security backtesting,
> not "portfolio" backtesting.
>
> In any case, in order to get more realistic results, I've decided
to
> create a small application which, given the results of a scan (i.e.
> buys/sells) for a basket of stocks, it would go through each of
those
> recommendations in chronological order and perform the buy/sell
based
> on your existing capital.
>
> Other options would include:
> - accumulate a stock you already currently own if another buy
> recommendation occurs
> - allow for cash deposits/withdrawals on different dates
> - basic position sizing (fixed amount or % of capital)
>
> Does this type of application or functionality already exist ? Is
it
> in AB but I just don't know about it ?
>
> Anyone interested in joining in on the development ?
>
> I'm not a hardcore programmer so I was thinking of using really
basic
> tools like Excel/Access & VBA.
>
> HB
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