I have backtested my system weekly with settings trade delay 1 on open price. I would like to check on weekend to trade on opening on monday.
The problem I have: my data goes up to friday, AB checks for signal, but give me the results (backtesting) only after quote update on monday.
If I change settings to no delay, my history of selected symbols (I trade 10 stocks with positionscoring) is changed and I get total different results.
What I am looking for is a setting for all bars with delay 1 as on settings, but not for the last bar. I tried to program it with looping (For .... buy[i]=bu[i-1], where bu= my buy criteria). It works, but the position scoring changed the selection. It is different to my original data.
My last idea is to add 1 additional line to all stock quotes, but it is a little bit complicated.
Has anbody a better idea?