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I wonder if we might get the ability to have more watchlists at some point,
especially now that we can fill them from AFL code.
or maybe there's another way to do what I'm thinking about. (not that 255
watchlists wouldn't still be useful, it would, even if there's another way.)
suppose you want to run some strategy on the set of stocks that rank the
highest by some criteria over the previous month. for any given day, you
could run a backtest, sort the results however you wanted, put the top
ranked stocks in a watchlist, then run your analysis on that.
but how can you backtest this concept, as if you'd done that repeatedly each
month for a number of years? the only way I could think of was to define a
set of watchlists that will hold the highest ranking stocks for each month
of the test period, run a scan that fills them, then run an analysis that
knows which list to check against for each month.
we can't do the ranking on the fly, since as far as I know, we can't find
out what other stocks are being tested besides the current one. am I missing
some other approach to this? am I being clear about what I'm trying to do?
so two questions really: can we get more watchlists, and how else can I
approach backtesting this kind of strategy.
thanks,
dave
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