[GT] Re: Re: Re: Re: Couple of questions

[Thomas Weigert <weigert AT mst.edu>]

>From the manual page for scan.pl

scan.pl will scan all stocks listed in <market file> looking
for the signals indicated in each <system file> performing the analysis
on the specified <date>. A system file must contain one or more description
of GT::Signals or description of GT::Systems. You may list multiple system
files on the command line. In the absence of a file standard input will
be read instead.

This, I believe, will do what you want for identifying the trades.

I am not sure what you mean by "the standard money management stuff". As
I understand your request, you want to go through the markets in your
system and evaluate your system and create a signal for those that meat
your cut off. There would be no money management involved.

Money management comes in when you want to look at a trade over time,
either by backtesting or by executing a system. If you get more
explicit, I can say more....

Th.

Sumit Sanghai wrote:
> Thanks everyone for all the help. I've been able to load the data, run
> indicators, and display them as well.
>
> Had another question. I want to write a "meta portfolio manager" which
> would go through the trades generated by my system on
> all the stocks (instead of just one), and filter trades that are not
> as strong as the others based on certain signals (and also do the
> standard money management stuff on the combined set of trades).
> Is that possible with the current packages?
>
> Regards,
> Sumit.
>
>