Click here to Login





                                                   Trading strategy backtesting

  0

0
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.




No more messages
0




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"










QuantShare

Trading Items
Strategy Indicator - Percent winning trades for a trading rule
Hull Moving Average Strategy - Multi Time Frame Trading System
Trading Range Breakout - Long Strategy
Trading Strategy based on the Number of Buy Signals
Trading Strategy based on the Sharpe Ratio Metric

How-to Lessons
How to create a trading system
How to generate buy/sell signals from a trading system
How to add a metric in the trading system simulation report
How to import trading items from other accounts
How to get trading orders from a portfolio programmatically

Related Forum Threads
Pair Trading Strategy would be nice!
Trading strategy over a socket connection
How to Turn any ordinary trading strategy into a profitable one
Williams%R trading strategy
Advice on building a trading simulator strategy

Blog Posts
Create a trading strategy using the money management tool - Part ...
Money Management: Scale-in Trading Strategy
Backtesting trading strategies using intraday data
Trading System Analysis: Backtesting report and custom measures
9 mistakes you should avoid when backtesting an end-of-day stock ...









QuantShare
Product
QuantShare
Features
Create an account
Affiliate Program
Support
Contact Us
Trading Forum
How-to Lessons
Manual
Company
About Us
Privacy
Terms of Use

Copyright © 2024 QuantShare.com
Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Google+
Follow us on Google+
RSS Trading Items



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.