Backtesting results with Strategy Analyzer

[fasc76]

When testing a signal on futures contracts, how does one ensure that ticks made or lost are translated into the appropriate dollar amount for the contract traded? For example, testing a strategy on the SP E-mini, the analyzer shows a buy at 1085.25 and a sale at 1092.75, for $7.50 profit, which should really be $375 (7.50pts x$50). The results become more skewed when applying commissions and slippage to the results.

Thanks in advance.

Alex

[ACM]

Alex
In the Back Test dialog window there is a box for Default Lot Size.
Set that to the big point value of the contract you are back testing times the number of contracts traded. In the case of the emini S&P you would set it to 50 if trading one contract, 100 for 2, etc
Alex

[fasc76]

Thank you.

Originally posted by Alexis C. Montenegro
Alex
In the Back Test dialog window there is a box for Default Lot Size.
Set that to the big point value of the contract you are back testing times the number of contracts. In the case of the emini S&P you would set it to 50 if trading one contract, 100 for 2, etc
Alex