Running strategy for each symbol in dataset
Author: KrMitsos
Creation Date: 7/15/2008 8:24 AM
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KrMitsos

#1
I assume that a future release of WL5 will have the funcionality of ranking symbols based on results for a specific strategy but until then i am looking to write a script that loops through each symbol in my dataset and outputs the performance results to excel. Is there a command that loops through a dataset? And then what is the command to export the metrics like Win/Loss Rate, Net Profi/Loss etc to excel. I appreciate the help.
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Eugene

#2
QUOTE:
I assume that a future release of WL5 will have the funcionality of ranking symbols based on results for a specific strategy


Looks like the QuickRef example for ClearPositions is quite close.

QUOTE:
Is there a command that loops through a dataset?


See QuickRef for SetContext and DataSetSymbols and bundled strategies "Dogs of the Dow (Rotation)" and "RSI Rotation". However I don't see the need in these commands for your particular task.

QUOTE:
And then what is the command to export the metrics like Win/Loss Rate, Net Profi/Loss etc to excel.


Here's an example of saving data to a comma-separated file easily imported by Excel:

WL5 Wiki :: SaveTrades