Sorry for the newbie question, but whats the best way to backtest/optimize in amibroker using the top200 stocks?
From my reading on this forum the ASX200 is adjusted quarterly meaning the longer I go back in my testing more inaccurate the results are. Is this correct, I am using Norgates Premium Data if that makes any difference.
If I apply a filter to select (roughly) the top 200 stocks based on average turnover the system really slows down with all the extra number crunching involved.
Is there a better way? am I missing something obvious?