Backtest, if number of buy is more than open positions, how QS select.

Backtest, if number of buy is more than open positions, how QS select.

Win
2013-05-20 22:12:11

During simulation (backtesting), if number of buy candidates is more than that of available open positions, how does QuantShare select candidate to be included in the portfolio? Is it random or there are algorithms to rank the candidates?

QuantShare
2013-05-20 22:16:28

Best Answer

Hi,

This blog post will answer your question:
http://www.quantshare.com/sa-344-3-ways-to-rank-stocks-in-a-trading-system-simulator-and-potfolio

Get more messages

No more messages

Back


Trading Items Trading Strategy based on the Number of Buy Signals Number of Buy Signals Over Time in a Simulation Historical Stock Quotes Data for more than 50 Exchanges Daily Stock Quotes for more than 50 Stock Exchanges Minimum Number of Positions in a Trading System	How-to Lessons How to optimize the number of positions in a trading system How to dynamically change the number of positions in a portfolio? How to plot the number of stock tweets per day How to display the number of notes per stock How to display the number of stocks per day for different RSI gro...
Related Forum Threads How to read the number of positions in trading system How to define an alternate asset to buy when no positions are hel... Backtest Buy Open/Sell Close Every Day How to force simulator to close open positions when data ends? How to Backtest a WatchList	Blog Posts How to get buy and sell orders for a portfolio based on a trading... How to create and backtest thousands of trading rules in less tha... How to Backtest Each Stock or Asset Individually How To Create and Backtest an S&P 500 Trend Following System Buy the best/top rated stocks or how to create powerful rank base...