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Simulations like this are FUN, but IMHO not much like real trading.
I've yet to see one that completely emulates the real world without
introducing a variety of its own short comings.
--- In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill" <dmerrill@xxxx>
wrote:
> 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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