backtesting, I want to buy and sell only 1 stock for every 5 days.

backtesting, I want to buy and sell only 1 stock for every 5 days.

boler5r4
2015-05-12 14:33:14

How I do that? In my backtesting I don't want him to hold my stock forever.
I want him to change it everyweek.

I tried everything and it always keep it forever.

boler5r4
2015-05-12 19:51:45

OK I figured it out. It below the stops loss order below. N bar stop. I was confused because in the simulator report it is writen N bar (percent) stop. The percent was confusing me. I think it was a mistake. I was confusued also because 4 bars in the report = 3 bars in the programmed strategy.

QuantShare
2015-05-13 03:00:31

Best Answer

You can also add the following sell rule:
sell = week() != ref(week(), 1);

http://www.quantshare.com/sa-594-create-your-own-tactical-asset-allocation-strategies

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