tech/a said:
I read it,I understand it.
If you used it you would already have the universe at your disposal.
That would be a list.Doing as you say in your post on page 3 will also eventually give you a list.
A list, you mean every stock that had been in the ASX300 over the past 7 years into a list? Surely you don't want that do you, a stock that was kicked out of the ASX300 in 1999 still in "the list" in 2006?
Maybe I didn't make myself crystal clear. I'm a bit like that sometimes, please accept my apologies Tech/A. What I propose is dynamic.
As you now have the free data installed, you shall drop a 30 day moving average on it or any other indicator/timeframe that takes your fancy. Adjust the indicator by adding a percentage of the indicators value.
The theory is the ASX300 has higher turnover than those outside. The percentage may be adjustent to capture the approximate number of stocks you wish. How much of the markets turnover do you think is in the ASX300 80%, 90% more?
Now that you have done that, pop-open your system and get rid of any silly fixed lists you used for backtesting and add to your code: BUY = Stock turnover must be above
The
Awesome.
Idea.of.using.a.
New.
Turnover.indicator.
I suggest you check the percentage and confirm filtered stocks with both todays ASX300 and if possible an ASX300 list back in 1999.
Your patronism is not necessary.
Maybe or maybe not, others could be peering above their shoe boxes.
Now, back to that darn tax problem. You might be able to get more realistic results by selecting the trades in the Tradesim Trade Log that have been exited in the per year. Deducting 25% tax, adjust capital and step through the backtest for each year in the period. See how you go.