Pair Trading Lab Helpdesk & Forum

PTL Trader => Questions & Answers => Topic started by: Douglas Goullet on February 27, 2015, 05:08:49 am

Title: Live trading trying to replicate backtest
Post by: Douglas Goullet on February 27, 2015, 05:08:49 am

Hi, in my PTL Trader I set it up using intraday entry and exits from 9:50 to 15:40. I got and entry and exit not registered in the online backtest. What would be the best way to setup PTL Trader to best mimic the online backtester? thanks.

Title: Re: Live trading trying to replicate backtest
Post by: admin on February 27, 2015, 06:39:03 am

Online backtester only trades at the end of the day. So you can restrict your strategies in PTL to trade only in (for instance) last ~30 min of trading session.

For example: 15:30 till 15:55

You can set it in Portfolio Manager. If you already trade your portfolio, you have to do it in PTL Trader itself.

Title: Re: Live trading trying to replicate backtest
Post by: Douglas Goullet on February 27, 2015, 07:51:41 am

thanks