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Re: EOD data frustration


  • To: omega-list@xxxxxxxxxx
  • Subject: Re: EOD data frustration
  • From: alex@xxxxxxxxxxxxxx (Alex Matulich)
  • Date: Mon, 26 Nov 2001 20:47:02 -0800
  • In-reply-to: <FEEAIFKLOMLCKIJHILJJMEMDCEAA.schutten@xxxxxxxxx>

PureBytes Links

Trading Reference Links

Dennis wrote regarding my need to always buy at highs and sell at lows:
>How can you know when it's the most worse price for that day? You will only
>know that after the trading day is over...

Yes, but for backtesting, it's the most severe slippage possible.
It's desirable to be able to backtest that way.  Naturally you
couldn't do this in actual trading, nor would you want to!

Any trading system that can withstand slippage like that is worth
keeping, wouldn't you think?


-- 
 ,|___    Alex Matulich -- alex@xxxxxxxxxxxxxx
// +__>   Director of Research and Development
//  \ 
//___)    Unicorn Research Corporation -- http://unicorn.us.com