[amibroker] Can Amibroker do this ? - Backtesting with a Dynamic Portfolio of Securities

["iceboundbug" <iceboundbug@xxxxxxxxxxxx>]

Hi,

I want to apply a trading system for a portfolio of securities.  
However, the securities in the portfolio changes weekly since the 
securities are selected using propriatory set of criteria (from a 
vendor).  

eg:

I have 1000 symbols in my portfolio.

Only 100 of them qualify to trade one week and therefore I only want 
to apply the strategy for the 100 only in that week.

Next week, 80 symbols qualify to trade (some from last week, some 
new).  Again I only want to apply the strategy for the 80 and so forth.

So is there a way to flag / exclude symbols in the portfolio that are 
not qualifying during backtesting.

Please let me know.

Thanks





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