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I guess you could create a different composite at each point the index
rebalances....?? I can't remember if the S&P 500 rebalaces quarterly
or semi-annually etc...
--- In amibroker@xxxxxxxxxxxxxxx, "droskill" <droskill@xxx> wrote:
>
> I've not seen a product on the market that can do time-based
watchlist.
>
> Let me give an example: take the S&P 500. The members of the index
> change over time. Currently, if you want to create a custom index
> based on, say, RSI level, using the AddtoComposite feature, you start
> with whatever you have in a watchlist and then create the index based
> on the members of that watchlist.
>
> However, what would be great would be to be able to create a dynamic
> watchlist linked to a master list. This way, as the list changes, the
> index accurately represents the index at that point in time.
>
> Right now, I can't see any way of doing it - if there is, I'd love to
> learn about it.
>
> I've filed this as a product suggestion - but I'm wondering if anyone
> else has figured out a way around this.
>
> Thanks!
>
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