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Hi all..If i am running a portfolio backtest and i sell a stock at the
opening price of a given bar, will the cash made available by the sale
be considered available for other buy signals on other securities
during that same bar?
eg on a 1-hour timeframe, suppose allmy capital is invested in MSFT
and i sell my position of MSFT at the open of the 10:30-11:30 am bar
(ie at 10:30). Then I get a buy signal on QCOM at 10:01am (ie in the
same 10:30 to 11:30 bar)...In live trading there would be no problem
buying QCOM with the proceeds of the MSFT trade, but does the
Portfolio Backtester factor that in or does it assume the money
becomes available only on the next bar after the sell bar (ie as of
11:30am)?
Thanks a lot
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