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Hi,
have some very very astronomous results when doing backtests. I think
the problem are the settings.
I want to backtest the fdax (future) on 5 minute data. 20000 Euro are
in the account and should be used for every trade.
Pyramiding should not be allow (it's not possible when I enter th
trade with all equity available!!)
the fdax is around 6000 point and one point is worth 25 euros. the
minimum price change is 0.5
On IB the margins are:
intraday initial 6900
intraday maintenance 5525
overnight initial 13800
overnight maintenance 11050
My Amibroker settings are:
Min. shares: 1
Min. pos. value: 0
allow position size shrinking: no
active stops immediately: no
reverse entry signal forces exit: yes
allow same bar exit: yes
futures mode: yes
pad and align all data to reference symbol: no
round lot size: 1 ( is this right??)
Tick size: 0.5
$pershare/contract: 2 (for halfturn, right??)
account margin: 20 (what does this mean exactly??)
Portfolio->max. open positions: 1
portfolio-> disable trade size limit when bar volume is zero: yes
so what is wrong with the settings??
thanks in advance
Chris
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