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Testing Friday close

2 replies

3 years ago #259850

not sure if its possible to have strategyquant allow at friday close to to close all loosing positions and leave open all winning positions?

the reason for my question is to test if this would produce better results or not?

Has anyone got any opinions on this?

3 years ago #259856

no, its not possible i think and we are using closing friday, because we dont want to go against weekly gap…so closing only some trades doesnt make sense, because you will not be covered

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3 years ago #259974

It is an interesting idea for sure to test how well this would work long term but based on recent events in March in the crude oil market I would be skeptical about long term sustainability. One exceptional event (Fri-Mon gap) can easily erase multiple months gains easily if not more

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