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Hi Lionel,
the system is ok, but I want to know how to run a system test on more than one security at a time automatically, in oder to improve it.
Bodo
> I'd like to add to my last posting. Using a random number generator, or some
> other selection method, select a group of 5 to 10 stocks from the list and
> run your system on them. repeat this with another selection from the list.
> This will at least tell you if your system has any promise.
>
> I think you need to add more to your idea for it to be a viable methodology.
> You are assuming that the market will be up one year after you make a
> purchase.
> Lionel Issen
> lissen@xxxxxxxxx
> ----- Original Message -----
> From: "Bodo Brochterbeck" <Minotaurus007@xxxxxxx>
> To: <metastock@xxxxxxxxxxxxx>
> Sent: Saturday, September 23, 2000 5:14 PM
> Subject: System-Testing of a full index - how?
>
>
> > First Problem:
> >
> > I want to buy, if the relative strength (e.g.:
> ROC(close,65,percent)+ROC(close,130,percent)+ROC(close,260,percent) rises
> above 300 and sell 3 months after the buy.
> >
> > Therefore, I need to screen the whole S&P500 index to find those seldom
> opportunities. Of course, I want to test this system. But Metastock lets me
> test only *one* security. I have to test all 499 securities by hand. Can
> this be done automatically? What am I missing?
> >
> > Second Problem:
> >
> > I want Metastock to buy those 5 securities (of the S&P 500) with the
> highest relative strength (e.g. formula above) and sell them one year later,
> when I want to buy the new strongest securities from that (hopefully
> increased) money.
> > But before I do so, I want Metastock to have that idea tested.
> >
> > I found no way to do such a simple test. Is it really impossible?
> >
> > Bodo
> >
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