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So,

For backtesting in sim's, I would like to be able to backtest with the inclusion of a 'slippage penalty' (either manually set, or preset at say, 10%), on any stock that gets delisted. When trading Mergers in particular, I have found that these stocks happen. Same with biotech and ADR's. So...would be helpful to be able to see the impact, and the effectiveness of various filter rules.

Best,
Tom
Results: Total score: 11 , # of Votes: 4 , Average: 2.8
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4 (1)
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6 (2)
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1 (1)
Scores are calculated as (importance) × (# of votes), where importance ranges from 1 to 4.
Requested by: Tomyani
On date: 03/12/14
Category: Simulation

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