[amibroker] Backtesting a set of Tickers read from an external source

["randy_c_clarke" <clarke@xxxxxxxxxxxxx>]

I've built a backtester/screener tool that can generate candidate sets of stocks using fundamental data that I update on a monthly basis.

While its ability to backtest against fundamental data is very good, it is very limited in its ability to backtest against technical indicators, so I am looking into the possibility of using AmiBroker to do TA backtesting against the stock picks that my fundamental backtester generates.

I know very little about AmiBroker; and am looking for guidance on the best way to approach this.  My current tool can stock its picks in an odbc-compliant datasource such as MySQL or Excel and can also tag the picks by month.  Is it possible to have AmiBroker make a database call to retrieve the stock picks it should test for a given time period?  If so, how might I go about this?

  Thanks,
   Randy



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