I'm testing a strategy on VIX futures data. It seems that starting 2004 till 2010 the volume was really light, so the strategy enters on a very small size. Is there any option to skip bar's real volume and enter according to the Amount settings?
I'm using Norgate data.
Thank you!
I'm using Norgate data.
Thank you!
Rename
To enter a bogus trade that wouldn't take place in real life?
Just make sure the Volume % Limit is 0 in Backtest Preferences.
Eugene, I understand that trades are bogus, but I'm interested in the equity curve profile for the whole data source to be sure that the inefficiency still works the same way as before. Of course for this I could trade 1 contract, but in the case it wouldn't be possible to analyze Combo strategies equity, as return of 1 contract is too small.
Thanks for the warning!
Cone, works like a charm, thank you very much!
Thanks for the warning!
Cone, works like a charm, thank you very much!
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