Circuit break/down-limit during switching of systems?

Discussion in 'Strategy Development' started by mizhael, Oct 1, 2010.

  1. I was about going to switch my system today, since my system didn't perform well lately.

    According to this planned change, I should have sold corn.

    And since my system is a slow system which usually trades on settles... and also I backtested my system using settle prices,

    today I was waiting for trading at settle, as usual...

    All of sudden it hits down limit and I was unable to sell ....

    Any thoughts? What shall I do?

    It looks like I should have switched my system intra-day, instead of waiting for the settles? But my backtests were all on settle prices...

    How do you usually switch your systems?