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Hello
I've been reading through some of the recent backtesting posts here,
and a thought struck me. Has anyone used backtesting in conbination
with TC2000's MG industry groups? This would be a two-tier approach as
follows:
1. On the weekly timeframe, scan the groups and filter the 10 with,
for example, the highest RSI.
2. Run a separate backtest scan, for example, MACD crossovers, that
only uses the stock tickers belonging to the groups obtained in step 1.
I was thinking that backtesting using stocks from the best industry
groups might give interesting results.
I don't know if this is possible...
Just musing,
Paul
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