How simulate a turbo/mini future backtest ?

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  • 07/10/2024 at 9:58 AM #235004 quote
    George_Lager
    Participant
    New

    Hi

    I wonder if it’s possible to simulate a “turbo strategy/mini future” like a x5 lever on an underlying stock like Tesla?

    Meaning when Tesla moves 1% in my backtesting then the equity moves 5% and so on ? And also considering the knout levels, like if Tesla moves 10% in the wrong direction the whole trade is lost.

     

    //Regards

    07/10/2024 at 1:08 PM #235010 quote
    GraHal
    Participant
    Master

    Are you asking for some kind soul to code above?

    07/10/2024 at 2:11 PM #235013 quote
    Niklas87
    Participant
    New

    If your backtesting on the same instrument that you will later run the code on, the same levrige shuld already be acounted for.

    If not, then your results will be waaaay off anyway and the backtest pritty useless.

    If i remember rigth, knockout levels on futures change based on the prising off the instrument, so unless you use some generall rule to put the stopploss at that same level.

    07/10/2024 at 2:50 PM #235016 quote
    JS
    Participant
    Senior

    Hoi George,

    May I ask what you want to achieve with that?

    07/12/2024 at 10:04 AM #235144 quote
    George_Lager
    Participant
    New
    Hi all I already have a strategy for back testing Tesla, but now I want to know if it’s also a good strategy for turbos or mini futures. That’s why I’m asking if anybody knows if it’s possible somehow to simulate turbos/mini futures in PRT.
    07/12/2024 at 10:38 AM #235153 quote
    GraHal
    Participant
    Master
    I assume you are talking AutoTrading? So what would you eventually be trading re turbo / mini-futures? If the Turbo / Mini Future nstrument is not actually available via IG or IB NOW … then what is the point in trying to simulate same NOW … as when you want to trade proper (not simulated) then the Instruement isn’t / won’t be available anyway for you to trade?? Just a few thoughts; maybe I will learn something from my own questions?S I was right, I have learned something … just found this! 🙂 https://www.ig.com/ie/exchange-traded-products/turbo24-trading/what-are-turbo-certificates-how-do-you-trade-them#:~:text=Turbo%20trading%20works%20by%20buying,the%20market%20turns%20against%20you.
    Iván González thanked this post
    07/14/2024 at 10:51 AM #235255 quote
    George_Lager
    Participant
    New
    Hi Bumping this post as tread creator if anybody knows 🙂   For me it would be fine if I manually, by code in the trading system, could manipulate the “account capital/cash” or the “equity curve” by some command if possible.   //Regards
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How simulate a turbo/mini future backtest ?


Platform Support: Charts, Data & Broker Setup

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George_Lager @george_lager Participant
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This topic contains 6 replies,
has 4 voices, and was last updated by George_Lager
1 year, 7 months ago.

Topic Details
Forum: Platform Support: Charts, Data & Broker Setup
Language: English
Started: 07/10/2024
Status: Active
Attachments: No files
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