- ago
Knife juggler strategy emits the count of signals the size of the portfolio dataset. So if the value of a position is set to 10K, and the initial capital is for example 100K. And the size of the dataset is for example 100 tickers. The strategy, if I am right, sends limit orders and waiting. But you can't send 100 10K orders if you have 100K money. But the strategy does so, I guess. I mean, the backtester does not prevent doing this.
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- ago
#1
Some brokers would allow this. So the backtester does allow it. But the simulation will only fill the orders that have sufficient simulated equity.

The way to deal with this in live trading is to send the orders to the Quotes tool, which can be configured to monitor the prices and then automatically send the order that fills to a connected broker.
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- ago
#2
I see, thanks. I guess sending order, triggered by the price is good for some cases, but will not let you get into the fastest spikes. But I get the idea.
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- ago
#3
Another possible option - At one time Interactive Brokers allowed limit orders to be submitted without hitting your buying power. I used them for a limit buy dip system. It's been years since then, but it may still be a feature. They were the only broker I found to offer this.
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