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[amibroker] How do I use ticksize in futures?


  • Date: Wed, 25 Nov 2009 20:25:10 -0000
  • From: "Gonzaga" <gonzagags@xxxxxxxx>
  • Subject: [amibroker] How do I use ticksize in futures?

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Hi
I'm trying to backtest a system in futures, in mini SP500, and have no experience.
I see that I must use the ticksize in order to tell Amibroker the smaller movement of the ticker, in this case 0.25 points.
I see that the constant 'tickersize' can obly be used with pre-defined stops or Applystop, not with a user-programmed stop..
Ok. But when I try a backtest, with the code:

PositionSize = -2; // use 2% of equity
MarginDeposit = 2250; // mini sp
RoundLotSize = 1; // this you can set also in the Settings page
PointValue = 50; //multiply  punto SP
TickSize=0.25; //least  variation 
 
the system buys SP500 at e.g. 1153.37

I thought that Ami should buy at 1153.25 or 1153.50, isn't it???

Is possible to buy the future miniSP at 1153.37???

Thanks in advance..





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