Backtesting with Tradestation 2000i and Forex data

sosolala

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Problem:

I have found a Ts 2000i strategy that I would like to test. But what are the setting for TS2000i
to do this correctly.

Data setup:

I have Eur/usd data 3 years. setup is as follow.
Price scale: 1/10000
Point value: 100.000000
Daily limit: 0
Min Movement 1.000000 -> is this correct?

Then on The Format Strategy menu I go to the tab called Costs

Commission is put on 30.000000 per transaction
and dollars per transaction is set to 10000.000000
and min lot size is set to 10
Then last but not least on the properties tab
the setting are:
max open enteries /position 50
and max contracts /shares per position 10000
max numver of bars strategy will reference is 500.


Now what I would like to test is a 10000$ account with 100$ per pip leverage setup.

The problem that I am having is that what ever I change in this setup above.
it;s not refected by what I do. forexample
If I would like to change from 10.000 to 100.000 and pip value 100 to 1.000 I would expect
a increase of 10x the value of the strategy. This is not the case.

Could someone put me on the right track? and or point me to a webpage where it;s explained how to setup the backtesting settings for TS2000i and forex data?

I appriciate the help
 
Are you getting a report of your strategy ? ie similar to the below screenshot ? If not then you havent set anything up to test the strategy


Paul
 

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ofcause I am getting reports...but I don;t know if they are correctly setup.

therefore please check the setup detail I have given to see if they are correct....
for a setup of say 10000$ and a 100$ per pip point value.

Ps nice looking chart you have there what is strategy your testing there?
 
sosolala,

I dont trade Forex so I am uncertain what the settings should be. I will send you a PM with a suggestion.


Paul
 
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