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SteveL

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

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Subject : RE: PortSim %ofEquity w/MoC & ReuseIntradayFunds b
Posted : 5/8/2019 11:03 PM
Post #46187 - In reply to #46186

Bill,

Barry has submitted the problem to development. It's queued up behind other stuff.

Barry nailed down the specific conditions necessary to cause the problem. It is the MoC exit with ReuseIntradayFunds that is the necessary combination to trigger this problem when using the PortSim sort, rather than an ATM sort.

NOTE: Barry just specified "MoC" being a necessary condition. I believe it is the exit that is the issue. So, I assume that it is "MoC Exit" that is the condition. But I suppose "MoC entry" might be a factor. I have not experimented with MOO entry and MoC exit, so I don't know what that would do. In fact, I don't think you can simulate a MOO entry and MOC exit on the same day.

The way I discovered this was looking at the PortSim trade report, and noticed that many of the trades were exiting the next day (almost always with a profit) in alphabetic order. And if there were still funds available, then longer than 1-day-trades were listed in a second alphabetic ordered grouping. That is, the set of trades entered on any particular day comprised two groups - 1-day-trades, and then longer trades.

My point is that you should study your trade report to make sure it is sorted the way you think it should be.
Deleting message 46187 : RE: PortSim %ofEquity w/MoC & ReuseIntradayFunds b


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