Backtes Settings

[wombat53]

Hi - have two questions re the 7.1 Backtester.
1) What is the meaning of the "Margin" field in Settings, Financial?
It seems to bear no resemblance to the Futures margin (aka Performance Bond).
And how can one generate a report to take account of the leverage of trading, such that 1 point on futures symbol ES = $50? Or with NQ, 1pt =$20. I am guessing this is releated to the question above. A workaround seems to be to increase the number of contracts to 20, but this blows the commission costs out of the water, driving Nett Profit on Strategy Analysis way, way down from Gross Profit reported on Periodical Analysis.
Thks
George

[TS Support]

The Margin you mentioned is just the amount (in $) you pay the broker as margin per contract. As to the leverage of trading this feature (Point Value) will be added in the future version and now you can increase the number of contracts to 20.

Regards,
Robert

[zigzag]

wombat....

the eSignal team has yet to implement any code that converts the e-mini contract points to dollars...the tester just grabs the prices off the chart...you simply have to convert the numbers yourself after you've run the test


i just run test with 1 contract...i leave margin blank...you should put in an amount for slippage and for commissions...remember that $ really means contract points....so for es one dollar = one point or $50. so with $4.80 ib commish that amounts to .096 dollars for commission....i use .1...and since you will lose at least one tick on slippage use .25 for slippage

when you view report...$1 = 1 es point or $50
for nq $1 = 1 nq point or $20, commision is .24 and slippage .5