MINORDER
Category:
ProBacktest
The MINORDER parameter is used in ProBacktest to specify the minimum order size that can be executed during a backtest. This ensures that orders below a certain threshold are not considered, allowing for more realistic simulations.
DEFPARAM MINORDER = 1Explanation:
- The keyword
DEFPARAMis used to set various parameters in a ProBacktest strategy. MINORDERdefines the smallest possible order size that can be executed.- The value assigned (in this case,
1) represents the minimum lot size that can be traded in the backtest.
Step-by-step breakdown:
- When executing a backtest, ProBacktest will ignore any trade order smaller than the value set in
MINORDER. - If an order smaller than this threshold is generated by the strategy, it will not be executed.
- This parameter is particularly useful when testing strategies that work with assets requiring a minimum trade size, ensuring realistic trading conditions.
Related Instructions:
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