The Strategy Performance Report is wrong because it is using the wrong "point value" for the futures contract. I tried to manually override the values by going to QuoteManager and changing the settings to "Use Custom Settings". The instrument is the TF and here is the contract specification:
Tick size = .10 Index points, equal to $10.00 per contract
Contract size = $100 times the index
This means that a full point on the TF is $100. I set the Price scale to 1/10, and BigPointValue to 100. I don't know what the Daily limit or min movement should be. A "tick" is 1/10 of a point, and therefore $10.
I then stopped and started the signals on the chart. They redrew the trades, and I looked at the Performance Report. It did not change. The "Settings" on the report showed "Point Value = $1", which is wrong. It is not taking my changes?
Point value for futures contracts [SOLVED]
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Re: Point value for futures contracts
Have you tried restarting MultiCharts? In the past (with previous MC versions) I had to restart MultiCharts before the QuoteManager changes were in effect. I suspect that this QuoteManager information is loaded once in MC's memory (perhaps on workspace open?). Anyway, try restarting.I then stopped and started the signals on the chart. They redrew the trades, and I looked at the Performance Report. It did not change. The "Settings" on the report showed "Point Value = $1", which is wrong. It is not taking my changes?
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Re: Point value for futures contracts [SOLVED]
I created a new chart and added the instrument fresh and it worked. But now I've found the AverageTrueRange is calculated incorrectly. I'll start a new thread to capture that.