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Chuck,
Following the conventions
*Year2000 synthesis into WL10
*Year2001 into WL11
*Year2002 into WL12
*Year2003 into WL13
*All above stocks into WL15
*exit open trades by the end of the year
here is the code to backtest them.
Select WL15 for all quotations with
Buy1=Cross(StochD(),30);Sell1=Cross(StochD
(),80);Short1=Sell1;Cover1=Buy1;//the trading rules
Y2000=Year()==2000;
Y2001=Year()==2001;
Y2002=Year()==2002;
Y2003=Year()==2003;
Cond0=Year()==2001 AND Ref(Year(),-1)==2000;//exit by the end of the
year
Cond1=Year()==2002 AND Ref(Year(),-1)==2001;
Cond2=Year()==2003 AND Ref(Year(),-1)==2002;
Cond3=Year()==2004 AND Ref(Year(),-1)==2003;
Buy=(
InWatchList(10)*Y2000+
InWatchList(11)*Y2001+
InWatchList(12)*Y2002+
InWatchList(13)*Y2003)*Buy1;
Sell=
(InWatchList(10)*Sell1 OR Cond0)+
(InWatchList(11)*Sell1 OR Cond1)+
(InWatchList(12)*Sell1 OR Cond2)+
(InWatchList(13)*Sell1 OR Cond3);
Short=(
InWatchList(10)*Y2000+
InWatchList(11)*Y2001+
InWatchList(12)*Y2002+
InWatchList(13)*Y2003)*Short1;
Cover=
(InWatchList(10)*Cover1 OR Cond0)+
(InWatchList(11)*Cover1 OR Cond1)+
(InWatchList(12)*Cover1 OR Cond2)+
(InWatchList(13)*Cover1 OR Cond3);
I hope the mechanism is clear.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher"
<chuck_rademacher@x> wrote:
> I'm hoping that one of you guys (or gals) who were able to use the
> historical NASDAQ lists that I posted can now help me. I
basically want to
> trade only the stocks on the 1997 list, for instance, in 1997.
The stocks
> on the 2001 list in 2001. And so on.
>
> I'm assuming that I would make a watchlist that contains the sum of
all of
> the watchlists (1995 to 2003). I would then create a separate
watchlist
> for each year. Then, while trading the master list, my AFL would
check the
> year using the Year() function and only trade if the stock was in
the
> watchlist for the corresponding year. Once in a trade, I won't
worry about
> exiting if the stock no longer appears in the list. I have my own
way of
> determining if the stock is no longer traded.
>
> Anyone care to help me and, no doubt, others by supplying some code?
>
> Thanks,
>
> Chuck
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