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Is it possible to take the trade dates generated by backtesting an
Index, and use those same dates to 'trade' a basket of stocks?
Simple example:
Backtest QQQ using a buy signal when it closes above the 50 day EMA,
a sell signal when it closes below the 50 day EMA. This generates a
list of Buy/Sell trade dates.
Now use these same Buy/Sell trade dates on the individual stocks in
the NDX index.
Possible?
Steve
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