OmniTrader Forum OmniTrader Forum
forums calendars search
today this week
 
register logon control panel Forum Rules
You are currently browsing as a guest.
You should logon to access more features
A Self-Moderated Community - ALL MEMBERS, PLEASE READ!
Vote for Members who contribute the most to your trading, and help us moderate content within the Forums.


This message cannot be deleted. It is the first message of the thread.
Administrators or moderators may choose to delete the entire thread


 
TonyJ

Regular
2525
Posts: 59

Joined: 12/11/2003
Location: Marietta, GA

User Profile
 
Subject : Filtering industries
Posted : 1/5/2018 10:38 AM
Post #43956

Not sure if this is the best forum for this question so apologies in advance.

I'm looking to backtest a strategy that works off of a standard index (S&P 500, S&P 100, Nasdaq 100, etc.) but I'd like to filter out stocks that belong to certain industries (Drugs, Energy, etc.)

I'd like to do this so that the backtest uses the stocks that were in the index at the time less those stocks in certain industries.

One way would be to use OmniLanguage commands in the strategy to filter out (ignore) stocks in a given industry but I don't see a way to accomplish that.

Another thought is whether there might be a way to filter out industries via OmniScan.

I'd appreciate anyone's thoughts on how to possibly accomplish this.
Deleting message 43956 : Filtering industries


Nirvana Systems
For any problems or issues please contact our Webmaster at webmaster@nirvsys.com.