Per-symbol backtests - select symbol list dynamically (vs from a file)

Per-symbol backtests - select symbol list dynamically (vs from a file)

Kiran
2015-04-14 12:32:49

The per-symbol backtest/optimization in this blog is an extremely useful feature .. however, it's tedious to go through 3 steps each time before backtesting/optimization -
a) set up a file with the symbol list on the hard drive,
b) modify the file-name in the SymbolIndex function
c) copy/paste the list as a Custom list of symbols in the trading syste,
http://www.quantshare.com/sa-502-how-to-backtest-each-stock-or-asset-individually

1) How can we modify the SymbolIndex function to grab the list dynamically from the Symbol List set up in the trading system? That would obviate all 3 steps
2) If that's not possible, how do we modify SymbolIndex function so we can pass the file-name as a parameter in the trading system (vs having to go through step b above)?

thanks
Kiran

//----------------SymbolIndex code-------------------------
string fileLocation = @"C:\Users\bellare\Documents\finance\QuantShare\lists
asdaq100.txt";
string[] lines = System.IO.File.ReadAllLines(fileLocation);

int index1 = (int)index[0];
string symbol1 = symbol[0].ToLowerInvariant();

if(index1 < 0)
{
result.Assign(lines.Length);
}
else if(index1 < lines.Length)
{
string symbol2 = lines[index1].Trim().ToLowerInvariant();
if(symbol1 == symbol2)
{
result.Assign(1);
}
}

QuantShare
2015-04-15 05:56:25

1) How can we modify the SymbolIndex function to grab the list dynamically from the Symbol List set up in the trading system? That would obviate all 3 steps

This is not possible as the trading indicator has no access to the trading system.

2) If that's not possible, how do we modify SymbolIndex function so we can pass the file-name as a parameter in the trading system (vs having to go through step b above)?

You just need to open the function using (Tools -> Create functions) then click on "Add a parameter" and update the parameter type to "string"
Say you added a parameter whose name is "file". After that you must replace:

string fileLocation = @"c:\mylist.txt";

by

string fileLocation = file[0];

Get more messages

No more messages

Back


Trading Items US Historical Quotes from NASDAQ website Ticker Symbol Index Fidelity Select Funds List of Shortable Stocks Stock Picks from Wikinancial	How-to Lessons How to run a screen or a watchlist from a script How to quickly add a ticker symbol How to import your own list of stocks/symbols How to import trading data from CSV files How to associate an index with a list of stocks
Related Forum Threads STATIC WATCH LIST-add a symbol to existing static watch list from... Optimize a list (vs rules) for a strategy Different symbol list for Long/Short / custom portfolio categorie... Optimize for each symbol and walk-forward test on list Creat a Composite Index from few stock symbol	Blog Posts How to Create a List of Ticker Symbols Update Chart Layout based on Active Ticker Symbol How to Send Commands to QuantShare from Excel or Other Applicatio... Let QuantShare Manage your List of Securities How to Select the Best Market Indicator for your Trading System