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bvandyke

Member
25
Posts: 36

Joined: 4/12/2011
Location: Dallas

User Profile 
Subject : RE: Dynamic Scans?
Posted : 8/26/2016 12:07 PM
Post #37311 - In reply to #37310
Let me give a bit more specific information. Running a Dynamic Scan on a focus list with a fixed backtest period from 1/2/06 thru 12/31/15. Forward test goes from end of backtest to last day of data.

Using the Fixed trade size money mgt. of default of 100 shares. On 2/24/16 I ran the scan and part of the forward test is attached. Then on next day ran same scan and again same part of forward test is attached. Both reports from the Port. Simulator are attached. All is same until the report on 8/24/16 showed SEMI being bought on 2/19/16. Then Next day (8/25) running same Dynamic Scan the trade report shows EIGI was bought on 2/19 instead of SEMI?? That is one example that puzzles me. If someone can help me understand the difference I'd really appreciate it.
Attached file : ot825ftsvc.png (122KB - 465 downloads)

Deleting message 37311 : RE: Dynamic Scans?


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