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Is there any way to stop the backtester from buying on a day that has
a sell signal?
here's the problem I am seeing:
I am testing a portfolio level system that generates buy signals
every day for different stocks. I define maxOpenPositions,
startingEquity etc and AB works well in picking the right stocks
based on positionScore. Stocks are bought till maxOpenPositions is
reached and equity is exhausted. After that, buys are ignored till
there is equity and openPositions < maxOpenPos.
The problem is on a day that has sell signals and buy signals both.
There is no equity to start with so buys can only be done after
sells. Problem is that the system sells at the close so no buys
should be done that day but AB sells and buys that day. I'd like to
turn the buy off until the next day.
Anyone know how to do that?
thanks for the help.
ken
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