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RE: [amibroker] Re: detecting "basket" performance in a backtest



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that'd work if you could put stocks in a watchlist with code, but I didn't
see cammands to do that. is it possible, far as you know?

the idea is that each time your general timing signal switches long or
short, you buy a batch of stocks at once. if the overall value of that batch
declines, say, 10%, you figure the timing call was bad and dump them all,
without regard to their individual performance.

I'm not saying that this is or isn't a great plan, I'd just like to backtest
it in AB and find out. problem is that I can't figure out how to find the
agregate performance of everything you currently own during a backtest. if
your code could put them in a watchlist each time it bought, that'd be
helpful, but as I said, don't know how to do that.

could you build a composite on the fly and evaluate its performance?

other ideas?

thanks,

dave


> Could you place your particular stocks in a Watchlist and test them ?
>
> Anthony


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