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Hi again,
Once I optimize the exit values, how can I do 'backtest' now? This
won't work anymore since I am dependent on 'optimize' for the loop.
Thanks in advance for any suggestions.
--- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
<psytek@xxxx> wrote:
> You read your tickers one by one using Optimize and StrExtract(),
something
> like:
>
> TickerList = "MSFT, CSCO, ... ");
> n = Number of tickers in list
> TickerNum = Optimize("TickerNum",0,0,n,1);
> SetForeign(StrExtract(TickerList,TickerNum));
> .... your systems code here ...here you would also have to enable
trades
> only when your tradelist tells you to ...
> .... might not be all that easy...
>
> Performing an optimization will produce a report listing stats for
each
> ticker in your list.
>
> None of the above is tested. please verify syntax and read up on
the
> functions used.
>
> best regards,
> herman.
>
>
>.
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