LSJ Legend  Posts: 515 Joined: 8/17/2006 Location: Citrus Springs, FL  User Profile | After running a backtest and looking at the trades I find huge discrepancies in the trade GL$ in some cases but many are correct. Taking the eMini S$P500 for an example: The database is correct with $12.50/tick and $50/point. The chart is correctly showing trade ticks of .25 points. The first thing that catches my eye is the 2757.42. That is not on a tick. The calculation of $50/pt times 5 contracts is $14,895 but the sim output is $20,876.64, again way off as well as not multiple of tick value. (There is an even $3 commission per trade included or $30 in this case.) Is there a setting somewhere I'm missing? [Edited by LSJ on 8/31/2018 8:27 AM]  Attached file : Trade calc.jpg (46KB - 582 downloads) |
