OmniTrader Professional Forum : OmniTrader Pro Technical Support : leverage settings for futures

OmniTrader Professional Forum - OmniTrader Pro Technical Support
leverage settings for futures

Frank Birch

Posts: 174

Joined: 3/25/2006
Location: UK

Subject : leverage settings for futures
Posted : 6/2/2022 2:18 PM
Post #32024

Hi to all,

I've built a basket of strategies that trades the globex futures in Realtime.
In testing I've been playing with the leverage settings within the port sim? but what ever numbers I've used the outcome is the same?
the numbers for leverage in the attached port sims are 4,20 & 40 respectively.
if I am doing something wrong it would be great for clarification.
I know you guys are busy.

Regards

Frank Birch

Attached file : 4 leverage.png (142KB - 182 downloads)

Attached file : 20.png (143KB - 161 downloads)

Attached file : 40 leverage.png (143KB - 167 downloads)

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Frank Birch

Posts: 174

Joined: 3/25/2006
Location: UK

User Profile

Subject : RE: leverage settings for futures
Posted : 6/7/2022 2:06 PM
Post #32027 - In reply to #32024

Hi to all,

we have been in talks with the CME regarding leverage across the futures and forex and finally nailed down the true figure to calculate leverage across the board.

This is my understanding that it plays an imperial part in testing mechanical strategy testing because there is money on the bottom line.

But if it doesn't work inside the port sim how can we validate our results??

It would be a great help if support can add to this to show us the right way or there is a bug and needs a little love to fix it please.

Regards

Frank Birch

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Barry Cohen

Posts: 2309

Joined: 1/1/1900

User Profile

Subject : RE: leverage settings for futures
Posted : 6/30/2022 2:05 PM
Post #32029 - In reply to #32027

Frank, I think the leverage setting in Port Sim is ignored with futures & forex.

https://www.omnitrader.com/currentclients/proforum/thread-view.asp?threadid=8050&posts=3