Hi All,
just need some clarification on the 2 params ranking day and trading delay.
If I take a strategy in QT which has default values for these 2 params ( blank) , what day is the ranking performed ? It seems to be 31 as when I enter this value the performance doesn’t change. So is that the ranking after the market close on day 31 or actually before the market opens for the last day ? Because if its after , then in my mind trade delay should be set to 1, because you are trading the next day after close of market ranking day. However , if I put trade delay =1 then the performance changes, so this suggests to me that the default values are ranking and trading on same day which is impossible unless you are doing the ranking prior to market open.
Just want to clarify this , because to me every QT strat should have trade delay =1 no matter what the ranking day is to reflect the fact you can’t trade until the open on the next day
regards
Ivan