PureBytes Links
Trading Reference Links
|
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..
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
amibroker-digest@xxxxxxxxxxxxxxx
amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|