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Hello,
I have not been able to find anything in the On-line Library that would help
me to create some code that will ensure that the Industry Group(s) are
outperforming the broad market index when writing a back test for stocks.
This would be a 'permissioning' type filter, but I would like to have it
built-in to the back test rather than running an Explore to find the
strongest industries first. I could write an Explore but this would not tie
the ATC custom industry indices to their respective stocks and it would not
be dynamic over the testing period.
I have created my Workspace categories, i.e. Market/Sector/Industries and I
have assigned my (ASX) stocks to their respective categories. Also, I have
already built my ATC custom indices.
So the questions are:
1. Is it possible to do what I wish above with AFL code?
2. If so, could somebody kindly give me some clues as to how to put this
together. I am unable to see how I am going to tie my ~composite Industries
to the stocks for testing such that the back test with my setup rules for
the tickers also incorporates a 'permissioning' Industry strength filter.
Regards,
Gordon Sutherland
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