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[amibroker] Re: How To Backtest Different Custom Symbol List Per Day?


  • Date: Wed, 09 Dec 2009 19:09:01 -0000
  • From: "davemabe2000" <davemabe@xxxxxxxxx>
  • Subject: [amibroker] Re: How To Backtest Different Custom Symbol List Per Day?

PureBytes Links

Trading Reference Links

OK, I see that.  However, the CSV file has over 2000 symbols for over 200 days.

Is there a way to have Amibroker read in the CSV into an associative array and then examine the array within the strategy?

--- In amibroker@xxxxxxxxxxxxxxx, Aron <aron.groups@xxx> wrote:
>
> http://www.amibroker.com/kb/2006/09/29/how-to-set-individual-trading-rules-for-symbols-in-the-same-backtest/
> 
> 
> On 12/9/2009 7:44 PM, davemabe2000 wrote:
> > I have through external means constructed a list of days and symbols for each day.  I'd like to backtest a strategy using Amibroker that looks for a certain intraday setup in that particular day's symbol list.
> >
> > For example, I have data in a CSV file similar to this:
> >
> > 2008-11-17,GOOG
> > 2008-11-17,MSFT
> > 2008-11-18,RFMD
> > 2008-11-18,SWY
> >
> > What I'd like to do is have Amibroker only test efficiently use my list of symbols to run a backtest against.
> >
> > So in the example above, it would look for the setup I have defined in my AFL code for GOOG and MSFT on 2008-11-17, for RFMD and SWY on 2008-11-18, etc.
> >
> > How would you tackle this?
> >
> >
> >
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> >
> >
>




------------------------------------

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