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Derrick started the discussion Simulating Data
I am using some leveraged ETFs for backtesting but they are fairly recent creations. I would love...
Derrick started the discussion Interactive Brokers Live Options Expiry
I sold some options and noticed they expired. But the Portfolio quantity was not updated to 0....
Derrick started the discussion Handling Splits During Warmup
If I need raw data normalization, is there a recommended approach for handling of split data that...
Derrick left a comment in the discussion Handling Splits During Warmup
After a little more testing. . .
Derrick started the discussion Simulating Data
I am using some leveraged ETFs for backtesting but they are fairly recent creations. I would love...
Derrick left a comment in the discussion Simulating Data
Bump. Any suggestions?
Derrick started the discussion Interactive Brokers Live Options Expiry
I sold some options and noticed they expired. But the Portfolio quantity was not updated to 0....
Derrick started the discussion Handling Splits During Warmup
If I need raw data normalization, is there a recommended approach for handling of split data that...
Derrick left a comment in the discussion Handling Splits During Warmup
After a little more testing. . .
Derrick left a comment in the discussion Orders Taking Multiple Bars to Fill?? (simple backtest attached)
I wonder if this is related to an issue I'm seeing. New backtests are not Liquidate()'ing for me....
Derrick left a comment in the discussion Simulating Data
Bump. Any suggestions?
2 years ago