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Steve:
Assume you run the QQQ price thru your system and generate the buys and
sells.
If you change your indicator so that it uses the QQQ, then the buy and
sell rules will trigger the prices in each member of your watchlist.
So, say I am trading and optimizing a ma.
Price = C;
KeySignal = Cross(Price,MA(Price,10);
Buy = Keysignal;
Now to maintain the signal but trade a watchlist, you must alter the
Price line
Price = Foreign("QQQ","C");
All the rest remains the same.
When you cycle thru the watchlist each buy command is executed against
the arrays of each stock in your watchlist, but the Keysignal line
remains the same, using the QQQ array.
Ken
-----Original Message-----
From: Steve_Almond <steve_almond@xxxxxxxxx>
[mailto:steve_almond@xxxxxxxxx]
Sent: Tuesday, February 18, 2003 12:10 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Backtest Methods
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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