Dear all
I am posting here in the English forum, hoping that I will reach morfe members and hopefully find a solution.
I have developed a screener that is working fine. I would like to know if there is a possibility to run this screener on a specific market but on an historical date.
I need this for evaluation of a strategy on multiple stocks or indexes, where I want always to invest on the stocks that present the highest indicator value and therefore I replace the weaker stocks by new one. I have not found a way to do this automatically (PRT runs only on one stock at a time, I know other SW that could do it, but they are limited in the number of symbols that you work on).
To manually backtest my strategy,
- I would need to run the screener in the past every week for example
- chose the symbols that are elected for new investments
- close the position of weaker symbols
- manaully calculate the P&L of the system
Is my question clear and does anyone have any clue how to solve it
Enjoy trading and developing strategies, thanks for your answers