Hopefully this question isn't too rudimentary, but I am slowly making good progress with my systems courtesy of the generous input from the forum members (i.e., you!
)...bear with me, one day I might be able to give back
So I have my equity universe selected based on fundamental data. I have historical data that gives me the top 'x' equities based on fundamental data that was true at the time (ie, I have historical stock rankings on a specific date - monthly reranks). When a simulation is run I would like to check that the equity under scrutiny within RE simulations is in the pre-determined universe on the specific date in question. Currently I have a query pinging my MySql db to see if the date and ticker match are in the universe on that given combination. I currently do this in the newbar sub and so I am calling the db every single day for every single ticker in my master watchlist, which seems horribly inefficient and I was wondering if there was a way to potentially reduce this to a single call at the beginning (I tried at the system level but couldn't figure a way to pass that entire data/recordset into the mysymbolscript class) or at worst, just one call per symbol, but couldn't find an appropriate way to do that.
Any assistance would be greatly appreciated.