MC12.0-19065-400 Portfolio Trader Bond and Etf backtesting

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acemax65
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Joined: 25 Nov 2019

MC12.0-19065-400 Portfolio Trader Bond and Etf backtesting

Postby acemax65 » 01 Dec 2019

]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
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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

Postby Anna MultiCharts » 10 Dec 2019

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


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