PureBytes Links
Trading Reference Links
|
hello,
i am currently backtesting an intraday pair trading system and i have run into this little problem:
when my system triggers a signal (BUY stockA and SHORT stockB) sometimes one of the two stocks does not have a quote on the bar it is supposed to enter (stock without heavy volume, 1-min bars) so only one of the two actually enters the trade (which is of course a big no-no).
how do i tell my system to respect the set trade delay, but if there is no quote enter on the next quote after the trigger has been pulled?
dirk
---------------------------------
Get your email and more, right on the new Yahoo.com
|