ProBackTest: orders with decimal quantities

• 11/25/2019 at 2:50 PM #113545
  marco_ghislanzoni

  I have developed a BackTaster for a BitCoin strategy, however I have been unable to sell/buy fractional volumes (like 0.01 BitCoins). It looks like the volume is always rounded to the nearest unit. How can I fix that? Thanks!

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated ONCE InitialCash = 10000 CurrentCash = InitialCash + STRATEGYPROFIT Units = ( CurrentCash/10 * 0.5 ) / Close // Conditions to enter long positions indicator1 = CALL "MyIndicators: CriptoFondU" c1 = (indicator1 = 1) IF c1 THEN BUY Units CONTRACTS AT MARKET ENDIF // Conditions to enter short positions indicator2 = CALL "MyIndicators: CriptoFondU" c2 = (indicator2 = -1) IF c2 THEN SELLSHORT Units CONTRACTS AT MARKET ENDIF

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  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated   ONCE InitialCash = 10000   CurrentCash = InitialCash + STRATEGYPROFIT   Units = ( CurrentCash/10 * 0.5 ) / Close   // Conditions to enter long positions indicator1 = CALL "MyIndicators: CriptoFondU" c1 = (indicator1 = 1)   IF c1 THEN BUY Units CONTRACTS AT MARKET ENDIF   // Conditions to enter short positions indicator2 = CALL "MyIndicators: CriptoFondU" c2 = (indicator2 = -1)   IF c2 THEN SELLSHORT Units CONTRACTS AT MARKET ENDIF

   

  

  marco_ghislanzoni

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  11/25/2019 at 2:55 PM #113546
  robertogozzi

  The first unit can be 0.5, then it must always be a whole number starting from 1. Then buy 0.5 units / lots / contracts or 1, 2, 30, 1000 … The closure must always be total, partial closure is not yet allowed.

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  marco_ghislanzoni

  

  robertogozzi

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  11/25/2019 at 2:59 PM #113547
  marco_ghislanzoni

  Grazie/Thanks Roberto! That makes the BackTester basically unusable for the Forex or Cryptos traded through CFD’s. No good news.

  

  marco_ghislanzoni

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  11/25/2019 at 3:04 PM #113549
  robertogozzi

  Sorry for speaking italian, I just translated it.

  

  robertogozzi

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  11/25/2019 at 3:11 PM #113551
  marco_ghislanzoni

  Sorry as well about the Italian title, I thought I was posting this in the Italian forum.

  

  marco_ghislanzoni

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