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Re: System-Testing of a full index - how?



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Can't you run this as an exploration?
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
>