Multiday Simulations
Is there a possible way to hold stocks more than one day rather than intra-day trading. Will add_time_trigger()+86400 work?
Thanks!
Is there a possible way to hold stocks more than one day rather than intra-day trading. Will add_time_trigger()+86400 work?
Thanks!
Comments
Yes, simply check the box that says "Run as Single Multiday Job" on the Backtest submission tab. This will run your backtest chronologically from start to finish using a single core and carrying positions overnight. Note: We have set a 2 hour limit on compute tasks so keep that in mind when sizing you submissions. Keep in mind if you are not carrying overnight positions you should run in default mode as the "Run as Single Multiday Job" mode is inherently non-parallel.
Thank you for your question.