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[EquisMetaStock Group] ASX 200 backtesting



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Hi Everybody!

I want to backtest on TradeSim using only the ASX200 since its 
inception in 2000. Problem is, securities come and go and so far 300 
have made an appearance on the list and most of them heaps of times.

How do I backtest for when they are actually on the list for entry and 
no entry when they are off the list? 

I can put a start date on each one (I think)but the end date when they 
are taken off? The trade would be left hanging, wouldn't it?

I have downloaded from S&P components lists for every quarter and the 
in/out dates are also readily available. 

There must be an easier way of doing this. All help greatly appreciated 
and thanks in advance.
       Helena









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