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[amibroker] Re: Backtest of 10yrs of Monthly Buy/Sell Data?



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Hi Tomasz,

Thanks for the quick reply.  I assume then that it's pretty easy to
import monthly buy/sell data (I can look up the docs).  Given that it
should be really easy to backtest the raw data.

But then if I want to improve upon it, I'd have to go to daily
periodicity.  Right?

Thanks for the help.

Craig

--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> Hello,
> 
> As easy as daily. Go to Settings and change periodicity to "Monthly"
> then run your system.
> 
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message ----- 
> From: "cmaiman" <cmaiman@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, January 22, 2008 5:07 PM
> Subject: [amibroker] Re: Backtest of 10yrs of Monthly Buy/Sell Data?
> 
> 
> > So no way to do this?  Or maybe no obvious way?
> > 
> > I wonder if I could just do this in a spreadsheet?
> > 
> > Craig
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, "cmaiman" <cmaiman@> wrote:
> >>
> >> Hi All,
> >> 
> >> I'd like to know how difficult it would be to do the following in AB.
> >>  I'd like to import 10yrs of monthly stock buy and sell
> >> recommendations and do three things:
> >> 
> >> 1 - Confirm the return reported exactly following the buy/sell
> >> recommendations.
> >> 
> >> 2 - See if I can enhance the returns by perhaps selling early if it
> >> crosses 90 MA and/or putting in a trailing stop loss.
> >> 
> >> 3 - See if I can enhance the returns by taking only a subset of the
> >> recommended buys (e.g. if there are 75 stocks rated a buy, only buy
> >> the top 15 with the highest 1 wk relative strength (not RSI) for
> >> instance).
> >> 
> >> Reasonably do-able?
> >> 
> >> Thanks!
> >> 
> >> Craig
> >>
> > 
> > 
> > 
> > 
> > Please note that this group is for discussion between users only.
> > 
> > To get support from AmiBroker please send an e-mail directly to 
> > SUPPORT {at} amibroker.com
> > 
> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> > 
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> > 
> > Yahoo! Groups Links
> > 
> > 
> >
>




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For other support material please check also:
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