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<FONT face=Arial
color=#0000ff size=2>Backtesting portfolios of individually timed stocks.
I'd like to have totals by month or quarter or whatever by stock (per
ticker per period) but only run the back test once for say 10
years.
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color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>I don't quite see how your dll could make this a
snap. I'd write it If I knew how, duude.
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>d
From: Herman van den Bergen
[mailto:psytek@xxxxxxxx] Sent: Tuesday, April 13, 2004 9:58
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Coding challenge - Subtotals
Are
you backtesting portfolios?
<FONT face=Arial color=#0000ff
size=2>
Are
you basket trading or trading individually timed stocks? <SPAN
class=468033101-14042004>I am not sure
how you want the tickers isolated, it dependends on how you
trade...
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size=2>
What
do you mean by "Ticker period"?
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size=2>
To
start a trade in progress you can use Buy = Flip(Buy,Sell); instead of a
single-bar Buy signal. Remember to add a delay if you use tradedelays. This
will get you into the trade whenever the Date qualifier becomes true.
<FONT face=Arial color=#0000ff
size=2>
You
may be able to exit at the end of a test period by making Sell = Sell OR
(Month() != ref(Month(),-1);
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If
the tradelist has all the info you need you could parse it by date, either in
excel or afl. Looks like that DLL I wanted would have come in very handy
;-) your analysis would have been a snap.
<SPAN
class=468033101-14042004><FONT face=Arial color=#0000ff
size=2><FONT face=Arial
color=#0000ff size=2><FONT
face=Arial color=#0000ff size=2>
<FONT face=Arial color=#0000ff
size=2>herman
<FONT face=Arial color=#0000ff
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