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As far as I understand it, live portfolios will be rebalanced based on the last closing price. However, it could be that there are opening gaps or because of an imbalance next opening prices might be very different to the previous closing price. Currently, we would have to manually edit transactions to account for real live conditions.

My suggestion is as follows:
- Let users choose for "re-run live portfolio": "None" (will just leave it as it currently is), "Automatically re-run everything", and let users chose how we would like our fills to be calculated, including (next open, difference high/low, next close), plus let us again add slippage and commissions. "Automatically re-run P123 defaults" which only re-runs transactions which came from P123 but will not re-run transactions which were already edited by the user.

This way, we could even "backtest" for a live strategy using daily rebalance, or rebalanced on different weekdays, if "next Open", "next close" etc would be better. Once VWAP simulations come available at P123, we could also re-run and compare to "VWAP" execution.

As I am aware, the only solution to have some feeling about the live portfolio performance is to look at the actual trading account (impossible, when running multiple strategies at once), edit transactions (not an option for me) or keep tracking simulations (but they don't use daily rankings).
Results: Total score: 32 , # of Votes: 9 , Average: 3.6
28 (7)
3 (1)
1 (1)
Scores are calculated as (importance) × (# of votes), where importance ranges from 1 to 4.
Requested by: whotookmynickname
On date: 07/04/14
Category: Portfolio