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Only new positions and sold out positions (positions that fail the screen). But it's an ... |
Aug 9, 2009 8:44:07 AM by marco |
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This is now live. See this post for details: ... |
Dec 29, 2012 2:40:36 PM by marco |
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Please let me know if these ranges are satisfactory. The reality is that it's always going to be an ... |
Mar 9, 2013 4:09:47 PM by marco |
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Marco, I think that is great! I'll defer to you and others with more experience on the ... |
Mar 9, 2013 4:20:00 PM by Jrinne |
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The algorithm seems reasonable. Are there any plans to try to make commissions comparable between ... |
Mar 9, 2013 6:13:06 PM by dwpeters |
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Marco, Thanks for the update which is more reasonable and closer to reality. However, in ... |
Mar 9, 2013 8:04:09 PM by shtcwl |
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Just double check that when you go from portfolio to sim... it defaults price back to the open. You ... |
Mar 9, 2013 10:24:18 PM by hemmerling |
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Kurtis, They are both Sims and they both use average of hi and low. Denny 
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Mar 9, 2013 10:29:04 PM by DennyHalwes |
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Deleted - Duplicate Post |
Mar 10, 2013 6:22:17 AM by strader1 |
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Deleted - Duplicate Post |
Mar 10, 2013 6:22:47 AM by strader1 |
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Denny the first release was missing some changes, sorry. I think the current implementation is ... |
Mar 10, 2013 7:35:27 AM by marco |
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Strader - Denny and others have their own techniques for entering positions. For example, Denny ... |
Mar 10, 2013 12:39:58 PM by Stittsville123 |
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Marco, It does seem to me that a 10 day average is a better estimate of the volume at the time ... |
Mar 10, 2013 3:04:35 PM by Jrinne |
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Jim, Yes, the 10 day average is a better average of the likely amount available on the day of ... |
Mar 10, 2013 11:25:58 PM by DennyHalwes |
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I found this paper. http://quant-fin-lab.com/Short_term_reversal_and_trading_friction.pdf ... |
Mar 11, 2013 1:35:35 AM by acamus |
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Denny and Robert: Thank you so muchI! I can see tremendous value of "slippage" being ... |
Nov 20, 2006 10:58:48 PM by LawrenceKohl |
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Lawrence, What I did was copy the Port's recommended values into Excel so I could calculate and ... |
Nov 24, 2006 3:00:49 AM by DennyHalwes |
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This is a very good a practical addition. Great idea folks! |
Dec 19, 2012 8:09:56 PM by crakes |
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If I add a L/S option then the optimal bucket shape would be a 'U'... |
Dec 20, 2012 10:02:25 AM by marco |
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I think it's working. Thanks for this. By the way, the results pages still say this at the bottom: ... |
Dec 30, 2012 4:47:06 AM by acamus |
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