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Simulate Intraday Trading

Add capability for Simulations to enable intraday trading of buy and sell rules.

I would like to simulate buy rules like:
Price < Close(1)
Price / Close(1) < 0.xx
If the High and the Low indicate that range during the day would have triggered a Limit order set up like that.

I would like to simulate sell rules like:
PctFromHi < -xx
GainPct > xx
If the High and the Low of the day indicate that the range during the day would have triggered a Limit order or stop loss order set up like that.

The buy or sell rules would be triggered if the Sim was run with daily or weekly rebalance. I don?t see much value with longer rebalance.
Results: Total score: 119 , # of Votes: 34 , Average: 3.5
a
 
92 (23)
b
 
24 (8)
c
d
 
3 (3)
Scores are calculated as (importance) × (# of votes), where importance ranges from 1 to 4.
Requested by: DennyHalwes
On date: 05/04/07
Category: Simulation

6 comments