Strategy using multiple data file

I am looking for backtesting software that can do the following:

(1) Backtest all Nasdaq 100 stocks since 1998 and calculate on a daily basis the number of them that moved up more than x%.

(2) Create a historical indicator of the above count.

(3) Use the indicator in backtests as part of other strategies.

Any suggestion?

Thanks,

Ron

 

Investor RT at www.linnsoft.com. Great at backtesting portfolios, creating indicators in multiple timeframes, etc. You will need to find a data source, or import data from a vendor for the NAZ back to 1998. See Linnsoft's website, or email them at support@linnsoft.com

 

Ron, you could just develop your own code, even in excel for just doing that.

Alex