The E-Mini S&P 500 security should have the following properties to
enable correct backtesting:
Tick Size: 0.25
Point Value: 50
Margin: 5625
Best regards,
Richard Dale.
Norgate Investor Services
- Premium quality Stock, Futures and Foreign Exchange Data for
markets in Australia, Asia, Canada, Europe, UK & USA -
www.premiumdata.net
-------- Original Message --------
Subject: [amibroker] hello all S&P emini question
From: zeek ing <zeeking57@xxxxxxxxx>
To: amibroker@xxxxxxxxxxxxxxx
Date: sun, 17 may 2009 16:32:48 -0400
Hello,
all I am trying to set up a backtester on s&P emini data.
Just wanted to know what the appropriate point value should be in the
code.
I thought 0.5m but i am not sure. Can anyone help?
zeek
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