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the new backtest feature that allows us to see signals for the next day is a
wonderful step towards sane real life trading of AA tests. however, I wonder
if anyone any ideas on how to handle a real life situation that came up in
paper trading today.
understand that I'm not asking for full portfolio management or anything, or
just bitching; I know that's coming at some point. I'm just trying to figure
out what to do now, given the current tools we have.
the system I'm trying out is a scored non-rotational portfolio, trading 10
positions max. I got 10 entry signals for today, the first day of paper
trading, but couldn't enter 3 of them for various reasons that actually
could happen in real life, I think. (for instance, LGF, Lion's Gate Films,
earlier today said last tick 3.95, bid .01, asked 10, no major immediate
news I saw. what is that about? optionsXpress' paper system wouldn't let me
short 2 others.)
does anyone have any ideas on how to best move forward from here? the
backtest thinks I'm already in 10 stocks, so unless I get exit signals
tonight, it won't show me any new buys, and if there are sells, it'll only
show that number of buys.
the only thing I could think of to sync things back up again is funky: hard
code some exceptions, like:
ticker = Name();
if(ticker == "LGF" or ticker == "CCBL" or ticker == "TRID") {
buy = buy and Date() != 1031103
}
as time goes on, more of these would need to be added every time something
unpredictable happened on the execution side.
any other ideas? anyone trading backtests like this?
dave
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