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:You don't (shouldn't). You set the value of a contract in the symbol
:universe so TS automatically does what you are trying to do. It trades
:an equal $$ amount before and after the split. Personally, I like
:setting the value to 1 so the system report is in S&P points rather than
:$$ (thanks hans). Then you can directly compare the old SP, the new SP,
:the mini, whatever.
Let me rephrase what I was trying to say:
If date< Splitdate then ncontr=2 else ncontr=1;
If Condition1 then buy ncontr contracts on close;
I wasn't trying to change the Big Point Value set in the symbol universe.
What I want to do is use 2 contracts before the split date (where the dollar
value of the 2 contracts is $500) and use 1 contract after the split date
(where the dollar value is $250 per point per contract). Slippage remains
relatively the same. The only thing that changes is the fact that the
commision is double before the split date (if commision per contract is $30,
to trade 2 it would cost $60).
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