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  • strategy reports

    Is there a way to modify the strategy report to figure profits based upon fractions (TY and US).....

    For the life of me I can't seem to figure out how to covert the $ results into 1/64-1/32 and then multiply results by a point value.

    Bruce

  • #2
    Bruce
    In the Default Lot Size box of the Back Test window insert the value in dollars of the contract's big point move (for example 50 for the e-mini S&P). If trading more than one contract put the cumulative value.
    Alex
    Last edited by ACM; 10-23-2003, 02:24 PM.

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    • #3
      Alex:

      If you don't mind would you run my study on the ZN Z3 (1min) and see what you come up with.

      It matches up on the chart but the trades it generates in the report is very different than what is on the chart.

      Please, only do it if you have the time.

      Bruce
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      • #4
        Bruce
        The report is in decimals while the chart is in 32nds and a half.
        I believe that is the reason for the apparent difference.
        Alex

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