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<SPAN
class=305054411-25102003>thanks salil. too much on my plate already to want to
play with this, I'm afraid.
<SPAN
class=305054411-25102003>
<SPAN
class=305054411-25102003>did you see andrew's post on another approach? he
created a composite with the value of, say, the 20th highest stock as ranked by
some indictor, once you have that, you can just test whether a given stock is
above or below that level. the sorting involved with building the composite
requires the osaka free plugin; he posted code too. haven't tried that out
either, but I like the idea.
<SPAN
class=305054411-25102003>
<SPAN
class=305054411-25102003>dave
<BLOCKQUOTE
>There
is no limit to the number of 'External' WatchLists one may use.
Refer to DLL group for the external WLs. (Caution: There is a bit of
learning curve if you want to use external WLs.)Regards,- Salil V
Gangal--- In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill"
<dmerrill@xxxx> wrote:> 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,> > daveSend
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