Hi,
I am considering the use of an external
website such as say IBD or Valueline to do the screening and generation of the
portfolio. Which is a list of say 10 or 100 stocks. This
happens every day. This then generates a dated file with the list of stocks and
potentially a set of associated data such as stock price or the IBD
Relative strength. I have been able to automate this part of the system. My
computer now periodically screens and drills down to a set of 10 or 100 stocks
every day.
This set of files
has been accumulating over time.
What I would like to
do with AmiBroker is 2 things.
1. I want to use Amibroker to use this set of data files generated over say
the last N months/weeks to simulate trading based on this screened daily
list of stocks and see how it would have performed if I followed it daily,
or weekly or monthly. I would also like to apply some additional screening or
trimming that might want to do within AmiBroker before doing the trades. I also
want to use Amibroker for Portfolio Management/Positon Sizing and
eventually for trading it using the Interactive Broker plugin. I need a way for
AmiBroker to periodically read these files containing screened list of stcoks
and their data and apply some trading rules to complete the trading strategy and
then essentially evaluate the performance trading system .
Question.
I
am not sure what the best approach to using the data in the external portfolio
list files to generate stock Buy/Sell within and actually evaluate the trading
srategy.
A Data
Plugin seems to be the way to take if I was dealing with a particular
Stock for which I had historical ticker data in a file.
Writing
an AFL seems to be the way to write formula for manipulating and processing
an ticker data array of a stock to return data array as result. Which
means that if I had a stock already chosen inside Amibroker for which I
want to apply the formula and decide when to buy and sell, using the AFL seems
to make sense.
I
am confused as to which approach to take, when dealing with a dated set of files
with a daily screened list of tickers that I need to the further process within
Amibroker to decide which stocks to add to the portfolio and which ones to
remove.
Any help or pointers
would be very much appreciated.
Thanks,
Sarvi
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Sarvi
Shanmugham
Technical
Leader
Cisco Systems
Inc.
Phone:
408-902-3875