connolly
23rd May 2007, 06:04 PM
David or anyone:
I wanted to know if there is any work-around so I don't wait so long after Sell trades to put that capital into new Buy trades. My Long-Only system is constantly in cash during this relentless bull market, because it is contrarian and often has fewer Buys than Sells in up markets. Since Tradesim uses Net Sells from the previous day for Available Capital it creates a cash condition that earns nothing. It is therefore hard to measure whether my system would add value over a market benchmark.
My Work Around:
I have gone as far as to export the Number of Trades my system produces and turn this into an MS indicator so I can hold my long postions an extra day if it goes too low. This helps measure my system vs. the benchmark, but it is still in cash too often. If there is no other work-around, as a potential Beta feature perhaps an interest rate for cash, preferably adjustable based on an index security to simulate market return.
Another Beta idea is an option for TradeSim to cycle twice. The first time to close All trades and establish the true available trade capital (rather than Available Capital based on the previous day's Sells). BTW, I love the new adjustable ranking feature in the latest Beta.
I wanted to know if there is any work-around so I don't wait so long after Sell trades to put that capital into new Buy trades. My Long-Only system is constantly in cash during this relentless bull market, because it is contrarian and often has fewer Buys than Sells in up markets. Since Tradesim uses Net Sells from the previous day for Available Capital it creates a cash condition that earns nothing. It is therefore hard to measure whether my system would add value over a market benchmark.
My Work Around:
I have gone as far as to export the Number of Trades my system produces and turn this into an MS indicator so I can hold my long postions an extra day if it goes too low. This helps measure my system vs. the benchmark, but it is still in cash too often. If there is no other work-around, as a potential Beta feature perhaps an interest rate for cash, preferably adjustable based on an index security to simulate market return.
Another Beta idea is an option for TradeSim to cycle twice. The first time to close All trades and establish the true available trade capital (rather than Available Capital based on the previous day's Sells). BTW, I love the new adjustable ranking feature in the latest Beta.