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Hello,
I want to backtest a system (starting from 1980 or so) based on a ranking of
e.g. the sp500 stocks. I would like to
rank each week and see which stock appear (buy) in and which disappear (sell)
from the top-10. The explorer
gives you the opportunity to specify a certain date (opposed to the recent date)
in history to perform the
exploration on. But if you would backtest over 10 or 20 years, you should have
to set the date 52 x 10 (20) times
which is a bit too much.
How can I get around this ???
Any help greatly appreciated,
Leo
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