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Dave W.
2014-12-24 15:27:39
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Hello. Is it possible to show trades that were 'skipped' due to lack of available funds in the simulator trade log? Or, if you can't show something that was completely skipped, to always buy 1/100th of 1 share for trades that would otherwise be skipped due to buying power constraints and show the trades in the log that way?
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QuantShare
2014-12-25 06:02:37
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Best Answer
It is not possible to do that, however you can display more trades by increasing the maximum number of positions.
You can also add this line to a money management script to allow QS to buy stocks even if the weight requirement is not met.
TradingSystemSettings.MinWeight = 0;
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Dave W.
2014-12-25 14:22:19
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Understood. That said, I'd like to request this a a new feature / enhancement. I'll create a new 'enhancement' thread.
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Dave W.
2014-12-25 14:42:11
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Is it possible to create an AMM script so that a trade is always taken with a fractional share size (e.g., 0.001 shares) if insufficient margin is available to take a full position? For example, let's say $100 in margin is available and a 5 new signals to enter new positions are received. Could I have an AMM script always open every position when there is insufficient margin using 0.001 shares? Using the AMM script, I could reserve $100 in margin so that enough money is always available to take this type of fractional-share position.
I'd like to find a workaround to do what I'm looking for within QuantShare if feasible, and I think this would be a good option if do-able.
Thoughts?
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QuantShare
2014-12-26 02:05:38
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You can increase the initial equity and have a script that buys 1 share (no fractional shares). This way, you would be able to take any position.
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Dave W.
2014-12-26 13:14:49
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Ok. I think that would work.
As an alternative, can I set the buy price to always at $1.00 even if I'm buying SPY and the "real" price is $200.xx+? This way, I'd always buy 1 share and the cost per share would always equal $1.00. Is there an AMM command to set a buy price this way?
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QuantShare
2014-12-27 02:41:23
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You can update signal orders in MM (Orders.SimulatedOrder). Not the ideal solution. Simulation stats, measures and graphs will be completely wrong as the buy price will be well far from real prices.
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