Why Rule-based system buys and sells multiple times a day?
Author: bkduper
Creation Date: 11/13/2015 8:26 AM
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bkduper

#1

11/13/2015 8:26 AM

I'm backtesting MFI using BUY AT MARKET with "Indicator Crosses below a Value" then I choose MFI with 20 period setting and a value of 20. Then visa versa for the long sell exit. The problem is that when I run the report even for 1 stock (like AAPL) it looks as if it's doing the trades on per day basis with thousands of trades each buying and selling multiple times a day. I have the scale set at daily but nothing else seems to work?

Thoughts?
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Eugene

#2

11/13/2015 8:37 AM

Uncheck "Multiple open positions allowed".
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bkduper

#3

11/13/2015 8:57 AM

Ah thanks!
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