Insufficient Simulated Capital
Author: zozzy
Creation Date: 1/25/2014 8:40 PM
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zozzy

#1
I’m testing the QQQ Crash Strategy in Portfolio Simulation Mode, using $100,000 Initial Equity and 100% Equity per Trade.

The Equity Curve Looks OK (APR = 3.52%).
The Drawdown Curve Looks OK (Max %DD = 5.55%)
The Data from the Equity Curve (Copied into Excel) Looks OK.

But…Only 27 of 40 Trades were Executed.

Why is this? I suppose the problem is in trying to sell some trades twice on the same bar. Looking at the Editor: I see that there are 2 Ways to SellAtMarket in an If…Else statement in the QQQQ script. Is there a simple way to avoid this problem? So…If the 1st condition is met , the sale occurs and the 2nd condition is ignored (& vice versa)?

Or is there some other reason for this behavior?

Thanks for your help.
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Eugene

#2
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