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Frank Birch
 Veteran
   Posts: 171
Joined: 3/25/2006
Location: UK
User Profile |
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 - 167 downloads)
Attached file : 20.png (143KB - 146 downloads)
Attached file : 40 leverage.png (143KB - 152 downloads)
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Frank Birch
 Veteran
   Posts: 171
Joined: 3/25/2006
Location: UK
User Profile |
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
 Idol
    Posts: 2308
Joined: 1/1/1900
User Profile |
Frank, I think the leverage setting in Port Sim is ignored with futures & forex.
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