Backtest realistic configuration

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arjfca
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Backtest realistic configuration

Postby arjfca » 20 Nov 2012

Hello

I did succeed to write a small signal code that return a nice up slope in the profit. I'm trading Forex Eur.Usd

Question to get a bit realistic: My broker is IB. How do I set the signal property
- How do I set for a transaction fee of 2.5$ per 100K
- How do I set a slippage of .5 pip per trade

Any suggestion on how to set any property so it can be nearer a reality trade

- How can I know what should be the account value to sustain the margin the position that the signal has generated

Martin
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Henry MultiСharts
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Re: Backtest realistic configuration

Postby Henry MultiСharts » 21 Nov 2012

Hello Martin,

1) Have a look at the attached screenshot.
2) Input the dollar value per trade in Format->Strategy properties->Properties tab->Slippage.
3) Have you checked the Account Size required value in Strategy performance report->Strategy analysis->Strategy performance summary?
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