Amibroker: Strategy comparing multiple stocks - Aussie Stock Forums

# Thread: Amibroker: Strategy comparing multiple stocks

1. ## Amibroker: Strategy comparing multiple stocks

Gday,

I am new to Amibroker and had a general programming question in reference to calculating the return series over multiple stocks. I would like to calculate return series over the stocks on the ASX20. I would like to do this without having to specify each name of the stock. I would then like to plot these series on a chart. I am able to do this for one stock, the current stock in the chart but am unable to figure out how to apply this over multiple stocks at once.

Cheers for any help

2. ## Re: Amibroker: Strategy comparing multiple stocks

Originally Posted by monraf
Gday,

I am new to Amibroker and had a general programming question in reference to calculating the return series over multiple stocks. I would like to calculate return series over the stocks on the ASX20. I would like to do this without having to specify each name of the stock. I would then like to plot these series on a chart. I am able to do this for one stock, the current stock in the chart but am unable to figure out how to apply this over multiple stocks at once.

Cheers for any help
Backtest dropdown menu has 'individual backtest'. Use that. Then...

Sell = false;

To plot, click the little coloured column chart icon, which plots equity.

3. ## Re: Amibroker: Strategy comparing multiple stocks

Would that create a series I could use as a trading signal? For example if I wanted to only trade the stock with the highest return over the last month?

4. ## Re: Amibroker: Strategy comparing multiple stocks

Originally Posted by monraf

Would that create a series I could use as a trading signal? For example if I wanted to only trade the stock with the highest return over the last month?
To trade the asx20 stock with the highest monthly ROC, set backtest period to monthly, then:

PositionScore = ROC(C,1);
PositionSize = -100;

Sell =C>0; SellPrice = C;

There's a lot of other ways to do it which would be more sophisticated than this. This is bare bones. And there's lots of things to consider, like survivorship for examle.

5. ## Re: Amibroker: Strategy comparing multiple stocks

Awesome! Thanks mate!