[amibroker] How To Backtest Different Custom Symbol List Per Day?

["davemabe2000" <davemabe@xxxxxxxxx>]

I have through external means constructed a list of days and symbols for each day.  I'd like to backtest a strategy using Amibroker that looks for a certain intraday setup in that particular day's symbol list.

For example, I have data in a CSV file similar to this:

2008-11-17,GOOG
2008-11-17,MSFT
2008-11-18,RFMD
2008-11-18,SWY

What I'd like to do is have Amibroker only test efficiently use my list of symbols to run a backtest against.

So in the example above, it would look for the setup I have defined in my AFL code for GOOG and MSFT on 2008-11-17, for RFMD and SWY on 2008-11-18, etc.

How would you tackle this?



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