Attempting to work my way up the learning curve. I am trying to implement a system that scans through a list of stock, finds the 10 best trades for the day and then enters limit orders at 2% below the current day's close for those 10 trades.
I want to be able to backtest my system. I don't think the standard portfolio testing will work because my system uses limit orders to buy. So they may fill or may not fill. I can't quite get my head around the backtesting object to get started. Any help would be appreciated. RLT
