I have a list
of daily dated historical file.
Each
dated file contains a list of symbols to buy on that
day.
I want to
use this list of files in amibroker
to simulate how different portfolio scenarios and trading
intervals would have performed, say if we had followed it on daily,
weekly or mothly basis and starting on different dates. I know how to
write AFL Plugins, Data Plugins as well OLE automation scripts. All
the AFL systems and formulae I have looked at deal with one or
more selected stocks on which you apply the system to decide when to
buy and sell. My problem, is I have specific list of symbols to buy on
each day. What I need is to make sure that I buy the symbols on the list
and sell the symbols not on that list. And simulate this portfolio in
different time intervals.
Has anyone done
anything similar.
Can some one point
me to the closest example I can look at and start
with.
Thx,
Sarvi
-----------------------------------------------------------------------------------
Sarvi
Shanmugham
Technical
Leader
Cisco Systems
Inc.
Phone:
408-902-3875