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RE: [EquisMetaStock Group] ASX 200 backtesting



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-----Original Message-----
From: equismetastock@xxxxxxxxxxxxxxx [mailto:equismetastock@xxxxxxxxxxxxxxx]
On Behalf Of kanga_hd
Sent: Tuesday, May 23, 2006 9:01 PM
To: equismetastock@xxxxxxxxxxxxxxx
Subject: [EquisMetaStock Group] ASX 200 backtesting

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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