SteveL![]() Veteran ![]() ![]() ![]() ![]() Posts: 262 Joined: 8/19/2005 Location: Boulder, CO ![]() | There is a bug in PortSim when using this specific combination of settings: 1) MoC entries and exits in your strategies, 2) the "Reuse intraday funds" feature in PortSim, and 3) PortSim’s "All Strategies" setting. With these settings, the trade sort preferentially picks 1-day trades (enter at MoC of day 1 and exit at MoC of day 2), before selecting other possible trades. So, don't believe the Equity Curve that results with those settings. Below is an impossible equity curve with a bunch of RTM strategies all modified to do MoC enties/exits and reuse intraday funds on the Russell 1000. Note: There is look-ahead happening in order to preferentially select 1 day trades vs. longer trades. Consequently, there are more trades than there should be (because they are quick) and more likely to be profitable (else they would be in trade longer before reaching the exit criteria). [Edited by SteveL on 5/8/2019 5:16 PM] ![]() |