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RE: [amibroker] Re: Backtest Settings



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Barry,

 

 There are definitely some ETF’s that require the trades to be in blocks of 100 shares  even at Scottrade.

Though the majority of them do not.   If my memory serves me correctly IGW is one that needs to be traded in 100share blocks.  Though I might be wrong since this is from memory here

 

 

 

Mark

 

 

 


From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Barry Scarborough
Sent: Wednesday, November 02, 2005 10:48 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Backtest Settings

 

ETFs do not require 100 shares per trade. I can buy more or less than
a block size at Scottrade. Block size may be a broker thing.

In Settings you can specify the minimum number of shares and change
Round lot size in Defaults to something other than 0. Try that and see
if it helps.

You can back test on a watch list so if you put the ETFs you trade
there that will limit your BT to just those.

Barry

--- In amibroker@xxxxxxxxxxxxxxx, "larypowell" <larypowell@xxxx>
wrote:
>
> I am trying to backtest a trading system that trades ETF's and as
they have
> a minimum requirement of 100 shares per trade, is there a command
that will
> accomplish this. 

> Thanks,  Larry
>








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