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请问如何在backtest里设定T+1?

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發表於 14-1-26 12:49 | 顯示全部樓層 |閱讀模式
试过加上SetOption("HoldMinDays",1),但看回测结果实际效果却是T+2。

發表於 14-1-30 04:12 | 顯示全部樓層
本帖最後由 joshsmi 於 14-1-30 04:13 編輯

??

What to look at? Nothing there

From help file

"HoldMinDays - Number - if set to value > 0 - it disables exit during user-specified number of CALENDAR DAYS (not bars) even if signals/stops are generated during that period"
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 樓主| 發表於 14-1-30 23:54 | 顯示全部樓層
From my test,the "HoldMinDays" option does not work like help saying.
I have tried SetOption("HoldMinDays",1) in AFL.
If it buy stock in 1.20,it will exit the long position in 1.22 instead of in 1.21.
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