EYEGUY Icon    Posts: 1543 Joined: 12/12/2003 Location: BALDWINSVILLE, NEW YORK  User Profile | Recently I ran for the same time period (1/1/14 to 11/2/15) a Portfolio Simulation on OT and an AutoSim on VT using exactly the same symbol set. Both simulations were no frills using exactly the same Strategy and Trade Plan and employed 10% of Equity (or 10% BP on VT). Total Initial Equity in both OT and VT was $100,000 with 2X Leverage in OT and 50% Margin in VT. Trades taken on OT were alphabetical by symbol and on VT by Forming signals taken in the Opportunity List sort order. Now I never expected the two to produce the same Equity Curve but I thought they might be close. However they were widely divergent. Checking the first few trades showed the problem. While the symbols chosen to trade were almost identical, the number of shares purchased were not: So, even though the methodolgies employed in the two simulations would seem to be the same they are not. It would appear that the VT simulation takes double the shares the OT simulation does. How can I get them to be equal? Thanks, Tom Helget [Edited by EYEGUY on 11/2/2015 10:54 PM]  Attached file : Trade Sizes Different.PNG (333KB - 673 downloads) Attached file : Port Sim Settings.PNG (15KB - 675 downloads) Attached file : AutoSim Settings.PNG (32KB - 660 downloads) |
