Volume Screening

Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
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2XU
Contributing Member
Contributing Member
Posts: 9
Joined: Tue Oct 27, 2009 4:24 am

Volume Screening

Post by 2XU » Tue May 18, 2010 9:12 am

I have used a minimum volume screening in backtesting of my futures portfolio.

Yet it has still selected a contract to buy that has no open interest and does not trade.

How is this possible?

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