I need a simple backtester for mathlab and bloomberg.
It should take a list of securities (max 10)
start year and month and end year and month
every month check:
a) global market timing rule on either: (option in code)
- ie SPX P SMA 50 (code this so "easy" for me to write other rules
- custom CIX Index (my own bloomberg indicator) 0
b) filter out securities where P less than SMA 50
c) choose top 5 securities based on either (option in code)
- - highest price change last 6 months
- highest average of (price change 1M, 3M, 6M, 12M)
- graph with account starting with 100.000
- table with each month P/L and each year P/L
PL/ needs to include dividends
if you don't have access to bloomberg use functions for security data retriaval, so i can replace these later.
For the right person, many future projects will be available.