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<SPAN
class=943501323-04112003>agreed, there will be differences between paper trading
this strategy and putting real money on it. still, I thought it was another
level of confirmation I'd try going through. not something I've tried
before.
<SPAN
class=943501323-04112003>
<SPAN
class=943501323-04112003>but that doesn't have anything to do with this actual
question (:-). <SPAN
class=943501323-04112003>today's execution weirdness could have happened in real
life too; that LGF quote is what I saw everywhere, not just in the paper
account. I'm happy to let the trade go and live to trade another day, but given
the scored portfolio model, my AB backtest is now out of sync with what actually
"happened", and that's what i'm trying to fix.
<SPAN
class=943501323-04112003>
<SPAN
class=943501323-04112003>dave
<BLOCKQUOTE
>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?> > daveSend
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