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


  • Date: Wed, 09 Dec 2009 20:02:38 +0100
  • From: Aron <aron.groups@xxxxxxxxx>
  • Subject: Re: [amibroker] How To Backtest Different Custom Symbol List Per Day?

PureBytes Links

Trading Reference Links

http://www.amibroker.com/kb/2006/09/29/how-to-set-individual-trading-rules-for-symbols-in-the-same-backtest/


On 12/9/2009 7:44 PM, davemabe2000 wrote:
> 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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>    



------------------------------------

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