SUTHERLAND
22nd October 2008, 12:44 PM
Hi David,
One of my rules in my trading system is never take more than 1 trade from a sector at a time. To test this I would export the trade data base for each sector and then change the symbols to one symbol, eg if the stocks are from the financial sector I would change all the stocks symbols to F. I then group all the trades and import them back into Tradesim and enable the "Dissallow more than one open trade with the same symbol". This is my clumsy work around not being able to test this within Tradesim. This works fine with all the postion size models except the Volatilty, when I export the trade database the volatilty parameters are lost and I can't test the system with the volt. % posititon sizing model when I import the new database. I only trade using this model and hoped you would have an idea to get around this.
Kind Regards
PJ
One of my rules in my trading system is never take more than 1 trade from a sector at a time. To test this I would export the trade data base for each sector and then change the symbols to one symbol, eg if the stocks are from the financial sector I would change all the stocks symbols to F. I then group all the trades and import them back into Tradesim and enable the "Dissallow more than one open trade with the same symbol". This is my clumsy work around not being able to test this within Tradesim. This works fine with all the postion size models except the Volatilty, when I export the trade database the volatilty parameters are lost and I can't test the system with the volt. % posititon sizing model when I import the new database. I only trade using this model and hoped you would have an idea to get around this.
Kind Regards
PJ