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Hi all,
I have a trading system where I buy at today's open then sell at
tomorrow's open. For instance if I buy ABC on 6/27 open, I sell ABC
on 6/28 open then use the proceeds to buy something else on 6/28 open,
say DEF.
Upon investigating the detailed log, it seems to me that the
Backtester tries to buy DEF with my leftover equity, then sell ABC at
the open...which of course is not what I want to do. Is there a way
to reverse the behavior, i.e. sell first then use the sale money to
buy new securities?
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