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                                                   Late portfolio buy/sell signals

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chaz
2011-10-31 00:30:14


I created a Trading Sysem (TS) (with Money mgmt & Ranking System) and porfolio bases on it.

Trading system works fine & runs with no errors giving good resultss.

Portfolio gives me buy & sell sygnals but always a day late.
How can I make Portfolio or TS modified so it will give me a buy/sell sygnals in the morning before trading starts
next morning after EoD data was downloaded.

Let me know if that is possible and what needs to be modified to make it work.

Thx in advance for a promp reply,
Chaz



QuantShare
2011-10-31 07:30:00

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Best Answer
By and sell signals are generated based on the "Signal Date" (In Pending Orders tab).

If you set "Signal Date" to yesterday, then the portfolio will generate trades/orders based on yesterday's data.



chaz
2011-10-31 10:59:12

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Last signals I'm got are for Friday 28 saying that they were done 3days ago, nothing for today when I select Oct 31.

I emailed screen shots & my Trading System rules to QS support.

Thx,
Chaz



QuantShare
2011-10-31 11:03:23

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You have to execute or remove pending orders in order to get new signals


chaz
2011-10-31 11:50:06

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I removed them & re-ran 'Get Signals' for date of Oct31 & got no signals.
One signal is generated when date is set back tor Oct28. That signal is for
3rd stock (MRK) that was generated on Friday night from Ranking system & TS Buy rules.
It comes now as I had a limit to use 2 stocks. However it still is says it was generated 3 days ago
and it is using Fiday open price as buy price.



QuantShare
2011-10-31 12:14:16

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Two things you must check:
- Make sure you have signals on Oct31 (Use the screener tool for that)
- Remove "Orders" from "Rejected Orders" (Note that rejected orders are automatically removed after one day)



chaz
2011-10-31 13:48:04

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When I remove Friday rejected orders I get them back for Friday.

For Oct31 no new signals are generated based on Friday close data using the same buy formulas in screener..
We need to see what signals are generated for Tuesday based on Monday data tomorrow.

Thx v.much for helping me so far,
Chaz



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