see this:
Individual
Trading Rules for Symbol in the same
backtest
steve_almond wrote:
I have a universe of just 5 stocks (AAA, BBB, CCC, DDD, EEE).
I want to do a portfolio backtest where each stock will be bought and
sold when it satisfies its own specific indicator.
For example:
Buy AAA when AAA closes above the 200 day MA. Sell AAA when it closes
below the 200 day MA.
Buy BBB when BBB closes above the 150 day EMA. Sell BBB when it
closes below the 150 day EMA.
Buy CCC when the RSI(14) of CCC closes below 30. Sell CCC when the RSI
(14) of CCC closes above 70.
Etc. Etc.
I'm unsure how to "select" the individual stocks in this way. Can
anyone help?
Steve
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