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Strategy Analyzer Problem Value/Point Value/Tick

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  • Strategy Analyzer Problem Value/Point Value/Tick

    Hello,

    I have the problem to find out the input box for the value/tick or value/point at the Strategy Analyzer ! If I want to place e.g the ES #F value per contract 12,5USD/tick. Or
    is it the input box "Point Value" at the settings. If it is the Point Value at the settings then I do not understand why it doesn't makes any difference for the result whether I input 1.0 or e.g. 10.0 into the "Point Value" Box.

    Is it possible that for accurate results in backtesting the 6E #F, I have to put the
    contract size (125000) into the "point value" inputbox?

    Can someone answer this question.

    thanks

    regards

    Rol
    Last edited by roland_p71; 09-04-2007, 08:59 AM.

  • #2
    Re: Strategy Analyzer Problem Value/Point Value/Tick

    Rol
    In the Settings of the Strategy Analyzer Report the Point Value field is the "Big Point" or "Handle" value and not the Tick value. For ES that value is 50 (4 x 12.50) and for 6E I believe it is 125000 (10000 x 12.50)
    Alex


    Originally posted by roland_p71
    Hello,

    I have the problem to find out the input box for the value/tick or value/point at the Strategy Analyzer ! If I want to place e.g the ES #F value per contract 12,5USD/tick. Or
    is it the input box "Point Value" at the settings. If it is the Point Value at the settings then I do not understand why it doesn't makes any difference for the result whether I input 1.0 or e.g. 10.0 into the "Point Value" Box.

    Is it possible that for accurate results in backtesting the 6E #F, I have to put the
    contract size (125000) into the "point value" inputbox?

    Can someone answer this question.

    thanks

    regards

    Rol

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