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Feature Request:
Simulate Intraday Trading
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