depends on your broker. Interactive brokers has a
list on their site, see:
but this shouldnt be the reason why the system
performs suspiciously well. Maybe you developed something really good. However,
most of the times when a system performs suspiciously good then some
way you are using information from the future. This can be in an obvious
way that you just use a reference to the future for a calculation or that you
select symbols for your backtest using information from the future.
rgds, Ed
----- Original Message -----
Sent: Saturday, March 19, 2005 8:36
AM
Subject: [amibroker] short stocks
Good day,
I've met this problem developing
system for shorts - quite general question, actually. The system I've
created demonstrated such a positive results on backtesting that I
became suspicious. The reason (I guess here) is that stocks for
which the system produces short signals are not shortable (or not
enough shortable). Does anyone know how to find out if the stock is
shortable or not? Maybe is there a list of such stocks somewhere? I
understand it can vary from day to day but it could help in general
anyway...
Thanks, Dmitri
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Please note that this group is for discussion between users only.
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For other support material please check also:
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