Searched the forum but only two hits for "liquid".
Many of my strategies take unrealistic position sizes in illiquid stocks. What is the best practise for dealing with this in backtesting?
I found preferences->backtest->Other Settings->Volume % limit.
Or should I set a condition like follows?:
Many of my strategies take unrealistic position sizes in illiquid stocks. What is the best practise for dealing with this in backtesting?
I found preferences->backtest->Other Settings->Volume % limit.
Or should I set a condition like follows?:
Rename
The Volume Percent Preference that you discovered was designed for this purpose.
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