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Jim Dean

Sage
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Posts: 3022

Joined: 9/21/2006
Location: L'ville, GA

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Subject : RE: OT Buy&Hold Strategy: backtestPortfolio Simula
Posted : 2/23/2014 11:39 AM
Post #31001 - In reply to #31000

My apologies ... I misread the "Buy" date as 2014 at first - blurry eyes in the morning I guess.

The method I described earlier provides the entry on whatever date you want ... just fill in the day month and year per the instructions.

If you want to model a particular EXIT date also (ie "sell" on the date that you said "hold"), then:

1. create a Trade Plan with a Market order entry
2. step two has a single condition for exit:
a. check the OmniScript box at the bottom of the condition list
b. fill in the following as the condition:
BarYear() >= YYYY and BarMonth() >= MM and BarDayOfMonth() >= DD

That will give you the trades that you described.

As to PortSim, it is very easy to get it to model the trade ... just choose what method you want to use to SIZE the trade (there are many options).

Voila!

P.S. I can't imagine why there would be a need for a plugin to do this ... it's a very simple thing to model. The general nature of your question confused me originally.


[Edited by Jim Dean on 2/23/2014 11:41 AM]

Deleting message 31001 : RE: OT Buy&Hold Strategy: backtestPortfolio Simula


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