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Portfolio123 » List all forums » Forum: Simulations and Portfolios » Thread: From Sim to Port |
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Total posts in this thread: 3 |
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moonrunreport1
Advanced Member
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After doing my work on a simulation, what is the best way to transer it to a working version as a portfolio? Suppose my starting date for the current bull market is 3/18/2009. My feeling is to run the sim from 3/18/2009 to the current date then create the portfolio with the sim and copy equal weights. However, sometimes the port and sim going forward will not have similar picks. Also later on when not all data is kept for intraweek data the original picks can vary. I'd like others to say how they tackle this problem. Bryan |
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moonrunreport1
Advanced Member
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I should have said that the problem I encounter is that when starting the portfolio from sims run on different dates with the same beginning is that there are different stocks that appear in the portfolio list. I am not sure how to correct this. Bryan |
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tonysf
Advanced Member
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A few possible reasons. First, some sell rules may not work properly when you copy positions. For example, rank<98 and nodays>20. The old positions may have been on bought on sim longer than on the port. Second, port is always running on the previous day closing price. Your sim may be using something else. Third, data base problem. This is rare but I think it does happen. ---------------------------------------- [Edit 2 times, last edit by tonysf at May 1, 2010 9:08:29 PM] |
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