Point value for futures contracts  [SOLVED]

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tradetree
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Point value for futures contracts

Postby tradetree » 07 Dec 2013

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?

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JoshM
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Re: Point value for futures contracts

Postby JoshM » 07 Dec 2013

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?
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. :)

tradetree
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Re: Point value for futures contracts  [SOLVED]

Postby tradetree » 07 Dec 2013

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.


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