Click here to Login








Ignore Orders for Recently Purshased Securities based on Return

by QuantShare, 279 days ago
Share |






By adding this money management to your trading system, you can prevent the backtester from purchasing any security that was previously bought in the past N days if its most recent return is lower than the specified threshold.

As an example, let us say that your trading system bought GOOG and AAPL and then sold them on 5 July 2015.
And let us also say that your money management inputs are as follow: Days=250 and Return=-10

If after few days (less than 250), your strategy generates a buy signal for GOOG and AAPL then any of these assets would be bought again only if its last performance is higher -10%.

You can also get a money management system that would prevent the backtester from buying any security that was previously bought in the past N days (not matter its return) by downloading the following item: Ignore Orders for Recently Sold Securities.


Share This ->
Share |


You have to log in to bookmark this object
What is this?




Type: Advanced Money Management

Object ID: 1693


Country:


Market:

Style:

Reviews
You must log in first

Join now
and get instant access for free to the trading software, the Sharing server and the Social network website.
Click here


Related objects
Show All
Money management to Reject Trading Positions Based on their Past Performance (by Tom Huggens, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 43 Notes Report an item
Adaptive Trading System - Percent Winning Trades for the Last N-Days (by Tom Huggens, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 52 Notes Report an item
Adaptive Trading System - Minimum Percent Winners and Percent Invested (by Tom Huggens, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 45 Notes Report an item
Equal Volatility Sizing (by clonex, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 37 Notes Report an item
Risk Parity Rebalance (by clonex, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 34 Notes Report an item
Long strategy created with the money management tool (by QuantShare, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 66 Notes Report an item
Capital Allocation based on the Expected Market Volatility (VIX) (by QuantShare, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 45 Notes Report an item
Number of reviews
Click to add a review
Average rate
Click to rate this item
Number of times this object was downloaded
Number of rates the current object received
Report an object
if you can't run it for example or if it contains errors
Click to report this object

Technical Analysis


Fundamental Analysis



Random Blog Posts

How to Use the Percentage Scale

How to Import Metastock data into QuantShare

QuantShare Trading Software: New Features in the 3.4.3 Version

Introduction to the Grid Tool

QuantShare Trading Software: New Features in the 3.4.2 Version

Optimizing the Strategy Equity Curve

Trading the Strategy Equity Curve

Create a HTML or PDF Report of your Trading System Backtesting Results

Show All

Number of reviews
Click to add a review
Average rate
Click to rate this item
Number of times this object was downloaded
Number of rates the current object received
Report an object
if you can't run it for example or if it contains errors
Click to report this object






QuantShare
Product
QuantShare
Features
Create an account
Affiliate Program
Support
Contact Us
Trading Forum
How-to Lessons
Manual
Company
About Us
Privacy
Terms of Use

Copyright 2017 QuantShare.com
Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Google+
Follow us on Google+
RSS Trading Items



Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.