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                                                   Trading strategy backtesting

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Ajan
2013-12-11 15:43:33


While backtesting a trading strategy, some stocks remain open
on the last day specified in the strategy. How to avoid this?
Can anybody help...



QuantShare
2013-12-11 23:23:20

  0

They stay open but they are included in the calculation of the backtesting report. Any reason why you want to force the exit?
You can force the exit of any open position using the money management script.




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Reply:

No html code. URLs turn into links automatically.

Type in the trading objects you want to include: - Add Objects
To add a trading object in your message, type in the object name, select it and then click on "Add Objects"










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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.