Dynamic List in Simulation - Trading Software

Dynamic List in Simulation

Jeff D
2014-01-24 12:48:15

A technical question: is it possible (I'm sure it is as QS is serious sophisticated) to use a dynamic list in the Simulation of a strategy?

In particular, very simply, I would like to create a dynamic watchlist that selects all stocks with average volume (30 days) above 500k and above sma(30). from this list I want to run my trading strategy.

Of course, the trick is that if the strategy runs, say, once per month, then the watchlist should be generated on that day BEFORE running the strategy and updated again the next month. If the system runs everyday, then in theory the stock list should be generated everyday.

Thanks for advice and suggestions.

QuantShare
2014-01-24 15:08:09

A much easier solution would be to use your watchlist rules in the trading system directly.

buy = your rules;

buy = buy and sma(volume, 30) > 500000;

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