Closed ohfighting closed 1 year ago
In chinese stock market, when a stock reach a limit-up price, traders cannot buy it on that day, as well as selling at limit-down price. Is there any parameter to avoid this type of operation in backtest, to make the result more convincing?
have you resolved it?
quant2008
commented
1 year ago
In chinese stock market, when a stock reach a limit-up price, traders cannot buy it on that day, as well as selling at limit-down price. Is there any parameter to avoid this type of operation in backtest, to make the result more convincing?