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Hi Bill,
The way I approach this problem is to have a watchlist with ALL relevant tickers in it (in your case, it would be 6)and then have a dateCheck function in my Buy Signal that specifies the allowed dates for each ticker. Note that the dates need to be entered in Amibroker Date format ). I am writing this post without amibroker in front of me, so no doubt the code has some minor mistakes, but I'm sure you can fix them. I can post verified code later if needed.
function datecheck (myTicker) {
datecheck = false;
switch (myTicker) {
case "AAA": iff(datenum()> startDate and datenum()<enddate,true,false); break;
Case "BBB": etc . . . .
}
}
Buy = EntryConditions and datecheck(name());
Make sure you select the watchlist with all the tickers in it when you run AA.
Hope this helps
Ramon
--- In amibroker@xxxxxxxxxxxxxxx, "longt3rm" <longt3rm@xxx> wrote:
>
> Hello,
>
> I have a backtest model I would like to develop where the basket of stocks used will change on a daily basis.
>
> For example:
> On October 5 2009, the backtest would use tickers:
> AAA
> BBB
> CCC
>
> On October 6 2009, the backtest would use tickers:
> DDD
> EEE
> FFF
>
> I am looking for ideas on how to approach this. The two ways I've pondered are:
> 1) Create separate CSV files using the naming convention:
> ticker20091005.csv
> ticker20091006.csv
>
> Then use FGets to parse the file to build that days tickers.
>
> 2) Store the tickers / dates in a Microsoft SQL database and call a stored procedure via ODBC.
>
> Would anyone have thoughts / ideas on which approach would be:
> 1) Faster for backtest
> 2) Easier to maintain
>
> Any sample code would be fantastic.
>
> Thank you,
>
>
> Bill
>
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