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Stefan Kroscen
2010-09-29 21:24:10
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Looking at the simulator results, it appears to me that the simulator operates on the assumption that the trader will be applying the rules in real-time during the day.
Is this correct?
A much more realistic scenario for me would be to place market orders at the end of the day, to be executed on the following day,
based on simulator rules applied to the data the includes the current days end of day data. Does that make sense? In that case I would expect the simulator to
execute the trade using the data from the next day. Typically buying and selling at the open price of that following day.
Could an option be added to the simulator to apply the logic in this fashion?
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