Apply Stratasearch to symbol list that changes each day

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Apply Stratasearch to symbol list that changes each day

Postby mandelmus » Sun Aug 30, 2015 9:41 pm

I'm trying out a service that identifies symbols which are either long or short biased to trade the following day. The service usually identifies between 5 to 10 symbols to trade each day, and those symbols are usually different each day. Is there way to have Stratasearch test a strategy against a changing list of symbols?

I want to test some of my Stratasearch strategies against those symbols, but it's complicated because the list of symbols to trade is usually different each day. My idea, for example, would be to enter the long-biased symbols only if my entry condition was met on that day (i.e.: open price above 50 and 200 moving average) and have Stratasearch determine the best exit conditions (e.g., exit after 5 days, or exit if close < $lowprice) for the open trades. I would also need to discourage Stratasearch from entering or re-entering any symbols after that first day has passed. Would I need to create separate custom sector lists of longs and shorts for each trading day and set the Stratasearch start date for each custom sector list?
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Re: Apply Stratasearch to symbol list that changes each day

Postby Overload » Mon Aug 31, 2015 5:32 pm

Sorry, but there isn't a way to use different symbol lists at different times during the evaluation period. I can't even think of any workarounds or tweaks that could be used to allow that to happen in a back test.

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