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Steve Luerman

Posts: 237

Joined: 8/19/2005
Location: Boulder, CO

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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?

[Edited by Steve Luerman on 12/2/2017 7:11 PM]

Attached file : 2017-12-02_17-58-15.png (93KB - 227 downloads)

Deleting message 42757 : ATS & AutoTrade vs. PortSim

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