]Hi everybody,
I'm a newbie of MC12, just bought on Black Friday offer. During some R&D activity about a mixed portfolio of European Govt Bonds and Short ETFS also on Govt. Bonds, I had an issue: as usual, the minimum trade size of a Govt. Bond is 1,000.00 Euro. This should mean that, e.g., if I
simulate a 10,000.00 euro trade, I should pay 10,000.00*Price(T)/100. If price(T) is 128.64, this means 10,000.00 * 128.64/100 = 12,864.00 Euro.
MC12, instead, buys 10,000.00 divided by 128.64 = 77 bonds. Due to this reason, at the moment it is impossibile to simulate a low vol strategy with short ETFS on Govt Bond.
Any suggestions ? As initial test, I used a simple dual MovAvg2Line TS on weekly basis.
Thanks in advance. Best Regards.
acemax65
MC12.0-19065-400 Portfolio Trader Bond and Etf backtesting
MC12.0-19065-400 Portfolio Trader Bond and Etf backtesting
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- O22411 MovAvg2Line Cross LE; MovAvg2Line Cross LX Back-Testing Strategy Performance Report.xls
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Re: MC12.0-19065-400 Portfolio Trader Bond and Etf backtesting
Hello, acemax65!
As was discussed with you by email you need to adjust the Big Point Value for the symbol to achieve what you need.
https://www.multicharts.com/trading-sof ... Properties
As was discussed with you by email you need to adjust the Big Point Value for the symbol to achieve what you need.
https://www.multicharts.com/trading-sof ... Properties