Rounding to multiples of 100
Author: Defendi
Creation Date: 6/3/2013 1:57 PM
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Defendi

#1

6/3/2013 1:57 PM

When using 100% equity in the simulation mode, the trades are executed in units such as 5212 ... 5084 .... etc.. You can round to multiples of 100? eg 5084 would be transformed in 5000 ..... 5212 would be transformed into 5200.

grateful
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Cone

#2

6/3/2013 3:59 PM

I assume you mean rounding Position shares to multiples of 100. If so, see Preferences (F12) > Slippage and Round Lots (at the bottom)

Also, make sure you understand how trades will be skipped with 100% equity sizing, unless you apply some margin. See User Guide: Strategy Window > Backtesting Strategies > 100% of Equity Sizing
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Defendi

#3

6/4/2013 9:15 PM

Thank you. You helped me a lot.
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