Dynamic Watchlist update for each time step during a simulation?

Dynamic Watchlist update for each time step during a simulation?

Josh Jones
2010-12-13 16:17:44

When I have a Dynamic Watchlist that selects stocks based on some criteria, it does so at a specific point in time. I know it would slow the simulation way down, but is there a way to have it update the dynamic watchlist for each time step in the simulation, and only select from stocks in the dynamic watchlist at the current timestep of the sim?

Josh Jones
2010-12-13 17:25:11

Best Answer

Nevermind, I figured out how to achieve the same goal. Rather than using a dynamic watchlist I use the list of all stocks. Then the rules I was using to build my dynamic watchlist I simply moved into the code for my trading system and "AND"-ed them with my regular buy rule. That way it only buys ones that meet my buy rule(s) and also meets the criteria for my dynamic watchlist, for that moment in the sim time.

QuantShare
2010-12-14 04:24:48

Thank you Josh for explaining this

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