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Hi All
I'm trying to backtest a daytrading system that trades on the eminis
such as YM, ER2, and the EUR, GBP currency futures.
It uses a 5 minute period.
I've read thru the doc and boards here a few times, but as still stuck
on a couple points.
I want to backtest this system, and limit it to just one contract at a
time per security.
so ..
1) How do I specify the margin required? I've been using 20%, but I'm
not sure this is the right way to do it.
2) How do I limit the backtester to just one contract? I don't want
it buying all it can, up to available margin.
3)Any other tips or refererences/links would be appreciated
Thanks
Wes
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