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                                                   Backtest Buy Open/Sell Close Every Day

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Scott Stephens
2013-05-12 00:51:42


Hi,

I've been playing around with QuantShare trying to get the hang of it, and I haven't been able to figure out how to backtest a very simple strategy. All I want to do is buy the open and sell the close every day, for a single stock. In the strategy section I've got Long only, "Buy at open of today" with the rule just "1", and "Sell at close of today", again with the rule just "1".

When I run this, it appears that instead of buying the open and selling the close each day, I buy the open each day, and then close that position the following day. IE, it would buy the open Monday, then sell the close Tuesday, rather than buying the open Monday and selling the close that same day. What am I doing wrong?

Thanks for the help,

Scott



clonex
2013-05-12 04:24:29

  0

Best Answer
you have to put this code :

SetSimTiming(_buy,_open,0);
SetSimTiming(_sell,_Close,-1);

Clonex



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