Problem backtesting comex metals futures
Questions about MultiCharts and user contributed studies.
3 posts • Page 1 of 1
I am backtesting a futures strategy against 22 symbols, and got unusual results for the three COMEX metals that I tested, symbols in TS @HG, @GC, and @SI. The quotes were correct but when I looked at the results it counted the price moves as if I had bought one unit of the underlying commodity...for example a $1 move in Gold gave a daily return of $1, instead of $1000 (100 ticks x $10). I know it is not pricescale issue in the code because returns for other instruments were normal. Has anyone else had this issue?