I was about going to switch my system today, since my system didn't perform well lately.
According to this planned change, I should have sold corn.
And since my system is a slow system which usually trades on settles... and also I backtested my system using settle prices,
today I was waiting for trading at settle, as usual...
All of sudden it hits down limit and I was unable to sell ....
Any thoughts? What shall I do?
It looks like I should have switched my system intra-day, instead of waiting for the settles? But my backtests were all on settle prices...
How do you usually switch your systems?
According to this planned change, I should have sold corn.
And since my system is a slow system which usually trades on settles... and also I backtested my system using settle prices,
today I was waiting for trading at settle, as usual...
All of sudden it hits down limit and I was unable to sell ....
Any thoughts? What shall I do?
It looks like I should have switched my system intra-day, instead of waiting for the settles? But my backtests were all on settle prices...
How do you usually switch your systems?