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"<FONT
color=#000000 size=3>last tick 3.95, bid .01, asked
10"
<SPAN
class=720080700-05112003>
Sounds like this
was before the market opened. This is usually garbage to ignore and once
the market opens, the bid/ask spread is more reasonable. Last tick should
mean last price at close previous day.
<FONT face="Vladimir Script" color=#000080
size=5>Rick
<FONT face=Tahoma
size=2>-----Original Message-----From: Dave Merrill
[mailto:dmerrill@xxxxxxx]Sent: Tuesday, November 04, 2003 5:56
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
trading backtests in real lifethe new backtest
feature that allows us to see signals for the next day is awonderful step
towards sane real life trading of AA tests. however, I wonderif anyone any
ideas on how to handle a real life situation that came up inpaper trading
today.understand that I'm not asking for full portfolio management or
anything, orjust bitching; I know that's coming at some point. I'm just
trying to figureout what to do now, given the current tools we
have.the system I'm trying out is a scored non-rotational portfolio,
trading 10positions max. I got 10 entry signals for today, the first day
of papertrading, but couldn't enter 3 of them for various reasons that
actuallycould 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
immediatenews I saw. what is that about? optionsXpress' paper system
wouldn't let meshort 2 others.)does anyone have any ideas on how
to best move forward from here? thebacktest thinks I'm already in 10
stocks, so unless I get exit signalstonight, it won't show me any new
buys, and if there are sells, it'll onlyshow that number of
buys.the only thing I could think of to sync things back up again is
funky: hardcode 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 somethingunpredictable happened
on the execution side.any other ideas? anyone trading backtests like
this?daveSend
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