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Tomasz -
Im (trying) to get to grips with the futures
testing varables and testing a system, whereby pointvalue variable is
calculated as the maximum risk I am initially prepared to lose, say $200,
divided by the number of points to my exit at entry if the position imediately
moves against me. In all trades Ive set risk to be: risk=200, and in this
particular example there are 18 points from my entry to my maximum stoploss, so
I want to make pointvalue 200/18=11. These calculations work OK in the system
and are printed in the explorer table.
There is no margin requirement for this kind of
trade.
Someone kindly offerd some advice which has
improved my results, but checking the values in the backtester/explorer with the
trade reprt, the values dont correspond to the variables. What am I doing
wrong?
Im using 10,000 initial equity in futures mode,
and these are the variables Ive set:
E=<FONT color=#0000ff
size=1>Equity(<FONT color=#ff00ff
size=1>1,-1<FONT
size=1>);
stop=abs<FONT
size=1>(C-AR);// this comes out as the number of points to my initial max
stoploss, 18 in this case.
risk=200<FONT face="Courier New"
size=1>;
PointValue = round<FONT
size=1>(risk/stop);
MarginDeposit=<FONT color=#ff00ff
size=1>1;
PositionSize=MarginDeposit;.
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