Amibroker: Strategy comparing multiple stocks

[monraf]

Gday,

I am new to Amibroker and had a general programming question in reference to calculating the return series over multiple stocks. I would like to calculate return series over the stocks on the ASX20. I would like to do this without having to specify each name of the stock. I would then like to plot these series on a chart. I am able to do this for one stock, the current stock in the chart but am unable to figure out how to apply this over multiple stocks at once.

Cheers for any help

 

[Gringotts Bank]

Gday,

I am new to Amibroker and had a general programming question in reference to calculating the return series over multiple stocks. I would like to calculate return series over the stocks on the ASX20. I would like to do this without having to specify each name of the stock. I would then like to plot these series on a chart. I am able to do this for one stock, the current stock in the chart but am unable to figure out how to apply this over multiple stocks at once.

Cheers for any help

Backtest dropdown menu has 'individual backtest'. Use that. Then...

Buy = c>0;
Sell = false;

To plot, click the little coloured column chart icon, which plots equity.

 

[monraf]

Thanks for your help,

Would that create a series I could use as a trading signal? For example if I wanted to only trade the stock with the highest return over the last month?

 

[Gringotts Bank]

Thanks for your help,

Would that create a series I could use as a trading signal? For example if I wanted to only trade the stock with the highest return over the last month?

To trade the asx20 stock with the highest monthly ROC, set backtest period to monthly, then:

PositionScore = ROC(C,1);
PositionSize = -100;

Buy = C>0; BuyPrice = C;
Sell =C>0; SellPrice = C;

There's a lot of other ways to do it which would be more sophisticated than this. This is bare bones. And there's lots of things to consider, like survivorship for examle.

 

[monraf]

Awesome! Thanks mate!