Click here to Login





                                                   Dynamic Watchlist update for each time step during a simulation?

  0

0
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

  0

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

  0

Thank you Josh for explaining this


No more messages
0




Reply:

No html code. URLs turn into links automatically.

Type in the trading objects you want to include: - Add Objects
To add a trading object in your message, type in the object name, select it and then click on "Add Objects"










QuantShare

Trading Items
Output metric for each trading year
Random Value for Each Trading Bar
Average Stock Performance for each U.S Exchange
Number of Increases for each Month/Year
Relative Performance/Return Chart - Compare Several Assets/Stocks...

How-to Lessons
How to automatically draw Fibonacci Retracement for each new stoc...
How to speed up watchlist and screener plug-ins when working with...
How to dynamically update the settings of an indicator
How to detect stocks trading near all time highs
How to calculate the average of a time series using the money man...

Related Forum Threads
Create and Export each database for each market
Setting stop loss for each trade
Composite with dynamic watchlist symbols
Dynamic Watchlist Help
Optimize for each symbol and walk-forward test on list

Blog Posts
Different Ticker Symbols for Each Data Source
Update Chart Layout based on Active Time Frame
Create Realtime Quote Sheets with the Watchlist Tool
How to Backtest Your Trading System for Each Industry
Presentation of QuantShare's new Real Time Version









QuantShare
Product
QuantShare
Features
Create an account
Affiliate Program
Support
Contact Us
Trading Forum
How-to Lessons
Manual
Company
About Us
Privacy
Terms of Use

Copyright 2019 QuantShare.com
Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Google+
Follow us on Google+
RSS Trading Items



Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.