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Ken,
That's excellent. Thanks.
Steve
--- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" <closeks@xxxx> wrote:
> 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@xxxx>
> [mailto:steve_almond@x...]
> 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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>
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