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PureBytes Links
Trading Reference Links
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Take a look at rotational mode. For further flexibility you can
combine it with CBT (custom-back-tester). In short, in can be done.
PS
--- In amibroker@xxxxxxxxxxxxxxx, "Ed Hoopes" <reefbreak_sd@xxx>
wrote:
>
> I think this could be done by AB. It would be an
> intermediate/advanced level of programming - not for a newbie.
>
> One of the difficult problems is you have to write a 2-dimensional
> sort routine
> Dimension 1
> is the value of your ranking indicator for each ticker in the
> WatchList. This is easy since AB supports x[1] = 1.2, x[2]=3.5 etc
ie
> - arrays of numbers. There are sort routines available here and the
> AB website library.
>
> Dimension 2
> this is more difficult since AB does not support arrays of strings
> like y[1] = "SPY", Y[2] = "DIA", etc so carrying the ticker symbol
> along while you are sorting your ranking indicator value is more
> difficult. I used the index number from "GetCategorySymbols(
> categoryWatchlist, listnum ));" construct.
>
> If you want to plot your results you have to construct this sorted
> 2-dim array for each day you want to plot (one plot for each ticker
in
> your Watchlist, of course) - another tricky programming task, but
do-able.
>
> I've got this to work for an arbitrary WatchList of arbitrary
length -
> but it wasn't easy. Maybe some other contributor has an easier
method
> to create a 2-dimensional numerical+text string sort???
>
> Now once you have the paired list of each ticker in order by your
> ranking indicator, you need to hand the top n symbols off to the
back
> tester along with your entry/exit rules. I haven't done this part
but
> I think it would be possible.
>
> In summation - this is do-able, but difficult programming task.
>
> ReefBreak
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "love_carrot_cake" <michaelpub@>
> wrote:
> >
> > I have went through the tutorial and documentation but it's still
not
> > clear to me if Amibroker can do what I'm looking for. I would
> > appreciate it greatly if someone could tell me if it can do it.
It's
> > quite simple really but I don't have experience with this sort of
thing.
> >
> > My strategy that I want to backtest is this:
> >
> > each day I want to scan a watchlist of around 10-50 symbols
> > the scan is for certain indicator criteria, for example macd
recently
> > crossed over, etc.
> > I'd like to rank the results, for example by stoch or by volume
> > I'd then like to buy the top x stocks (configurable of course)
> > I'd like to configure the exact entry, exit, and stop
> >
> > I'd like to backtest this strategy over a long period and show the
> > results.
> >
> > If Amibroker can do this I would like to invest the amount of time
> > required to learn AFL and purchase the software. Thanks for your
help.
> >
>
------------------------------------
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