Number of share to trade
Author: stolmax
Creation Date: 8/21/2009 12:08 AM
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stolmax

#1

8/21/2009 12:08 AM

Hello,

I have a quick question. How do you specify how many shares of a specific security should be traded while back testing the strategy. For example, at certain points during back testing, I would like to sell 100 shares of one stock and by 150 shares of another. Thanks

Max
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Eugene

#2

8/21/2009 2:10 AM

Hi Max,

Version 5.5 (September-October) will have a SetShareSize function just for this purpose. Version 5.6 (end of 2009+) will have PosSizers, allowing for real world position sizing rules.
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stolmax

#3

8/21/2009 11:24 AM

Thanks Eugene,

Can you be more specific when the new version will be released in Sept-October time frame? My strategy depends on this and this makes a big road-block for me, since backtesting is not accurate. Thanks in advance

Max
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Cone

#4

8/21/2009 11:40 AM

No, sorry. If you're a Fidelity customer and you can get it out of them, then you can tell the rest of us!
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