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I asked this before, no response, so maybe restating the issue might help.
How can I backtest for the 3-day settlement period?
The scenario is this, using a single stock example:
1. Buy in min 100 share blocks.
2. "All in" trading, so I must wait for "settlement" before I buy next
pick.
3. I buy the stock, it hits my sell trigger, I then sell it.
4. I can't buy again for 3 days. Yes, I know the broker will "lend"
you the money until settlement, but would prefer to not go the "free
ride" route, yet.
5. After the 3rd day, my new (hopefully much larger) equity is
available, and I am ready to trade again.
So how to simulate this in backtesting?
What I need is a simple function that says: "Buy IF last SELL was at
least 3 days ago, OR equity >= buyprice*100 (min block size)",
otherwise go to next bar.
I have experimented with HOLD, but nothing close yet. It looks
simple, so I hope I am just overlooking a function ready made to do this.
Thanks for ANY ideas 8-).
Roy
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