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

Get more messages

No more messages

Back


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 create a real-time watchlist How to speed up watchlist and screener plug-ins when working with... How to create a volatility-based Stop - Dynamic stop based on the... How to detect stocks trading near all time highs
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 How to Backtest Each Stock or Asset Individually