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I think it would be useful if we could run simulations in which stocks are bought with the next day highs and sold on the next day lows. This would address many slippage issues, and would provide a conservative estimate of how good the simulation/portfolio did. Also, I would feel more confident that my simulations were not taking advantage of precise daily timing, since all the slippages would have worked in favor of the user. Hopefully, this wouldn't be too hard to implement.
Results: Total score: 20 , # of Votes: 8 , Average: 2.5
a
 
4 (1)
b
 
12 (4)
c
 
2 (1)
d
 
2 (2)
Scores are calculated as (importance) × (# of votes), where importance ranges from 1 to 4.
Requested by: RVijay007
On date: 03/28/11
Category: Simulation

1 comment