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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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------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
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http://www.amibroker.com/devlog/
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