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Is there any way to factor Settlement Periods into Backtests? I
typically buy near the Open but if I sell one day, my backtests show
me being able to buy at the Open the next day. In reality, I have to
wait for the three business day settlement period before I can buy
again. I'm certain there are ways to keep track of the three day
period in my AFL and prevent new purchases but it seems this should be
a backtester setting.
Thanks for any help.
Note: I just found the 4320 minute "Periodicity" variable in the
Backtest settings. Is this what I'm asking for (since it just happens
to be three days)? If so, is there any way to set it programatically?
Dan
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