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Attempting to work my way up the learning curve. I am trying to
implement a system that scans through a list of stock, finds the 10
best trades for the day and then enters limit orders at 2% below the
current day's close for those 10 trades.
I want to be able to backtest my system. I don't think the standard
portfolio testing will work because my system uses limit orders to buy.
So they may fill or may not fill. I can't quite get my head around
the backtesting object to get started.
Any help would be appreciated.
RLT
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