Subject : ATS & AutoTrade vs. PortSim Posted : 12/2/2017 7:10 PM Post #42757
At 12min into the PowerTour, Ed is using an example which shows 5 long trades and a short trade.
Ed comments that AutoTrade will use the focus list sort order.
Does AutoTrade adhere to the Allocation Ratios? For example, assume that the AT Method had MaxLongs=3, and MaxShorts=3. Given Ed's example, I would hope that only 3 longs trades (GM, NVDA and BIDU) are taken, and 1 short trade (MDLZ).
Also in Ed's example, the MDLZ short trade has an ATS rank of 18, and NVDA has rank 15. In Portsim, will the MDLZ short trade with rank 18 be taken before the NVDA long trade with rank 15?
Will AutoTrade behave the same as PortSim in this example?