kmcintyre Elite    Posts: 890 Joined: 10/11/2012 Location: Portland, OR  User Profile | I'm with Jim. I've seen many RTM trades go from loss to profit. Forcing a close of all trades locks in (realizes) losses that have a decent chance of turning into profits if managed to completion. The devil is always in the details. Will OScript need to resolve to a binary result that enables/disables a portfolio? Will OScript be used to modify the Alloc % of a strategy? Will OScript for one portfolio's "condition" be able to reference the equity curve of another portfolio? Will one OScript be able to enable/disable arbitrary portfolios? And set allocation levels? Or will there be one OScript that runs every day that manages all portfolios? What Steve has described (afaik) is - if (end of month) { __find best portfolio return for past month __enable best portfolio __disable all other portfolios } This logic requires reference and control of all portfolios. I.E. a global scope, vs a private scope. (relative to a single portfolio). It will be interesting to see what Nirvana engineers provide. Cheers Keith | |
