I am currently paper trading a number of high turnover strategies, that require daily rebalancing. However, as this can only be done manually, it seems a bit tedious, and if I go away on holiday etc. I am unable to do it.
Would it be possible to add in an daily auto-rebalance feature?
How does anyone find this useful when the port fills in the price of the previous close (big-time look ahead bias)? Am I missing something? I did this for a while manually–editing the price to the open and that was useful. I agree that this would be good if it filled in the opening price.
Jrinne, I totally agree, it should use the open, close or high/low, depending on user choice, just like in simulation.
And it should allow for weekly rebalancing on non-Mondays.