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<SPAN
class=041112215-29082003>Dave,
throw
them in a watchlist. You could then build a composite of that watchlist to track
the value of the whole basket....
Regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: Dave Merrill
[mailto:dmerrill@xxxxxxx]Sent: Friday, August 29, 2003 11:19
AMTo: AmiBrokerSubject: [amibroker] detecting "basket"
performance in a backtestwhen using an overall market
timing signal plus some strategy to pickspecific stocks, someone on another
list proposed that if the overallperformance of all stocks purchased at that
time dropped by some amount (10%say), the whole basket should be dumped. the
theory is that the overallmarket signal was "wrong".is there any way
to backtest this kind of behavior in AB? how can I accessthe value of all
stocks currently held?thanks,Dave MerrillSend
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