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Can someone put me right with this setup for test trading single
contracts in Corn. I appear to have done everything by the book - it
finds the buy and sell positions but back test will not show any
executed contacts.
I would appreciate some assistance.
Thanks in advance,
Keith.
Corn Futures test.
Information
Round lot size 1
Ticker size 0.25
Margin Deposit 600
Settings
Initial equity 10,000
Positions Long
Periodicity Daily
Round lot size 1
Tick size 0.25
Commissions per trade $100 (also includes an amount for slippage)
Margin Requirements 100
Test code
PositionSize=MarginRequirement=1;
Buylevel=Open;
Buy=Open;
BuyPrice=ValueWhen(Buy,Buylevel);
SellPrice=BuyPrice+4.00;
stoploss=BuyPrice-1.00;
Sell=H>SellPrice OR L<stoploss;
Filter=Buy;
AddColumn(BuyPrice,"BP",1.2);
AddColumn(SellPrice,"SP",1.2);
AddColumn(Buylevel,"BL",1.2);
AddColumn(stoploss,"SL",1.2);
AddColumn(Buy,"B",1);
AddColumn(Sell,"S",1);
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