- ago
Hello,

I have noticed that when I set a fixed value for the position size, it always purchases the same amount of contracts throughout the history of the backtest. I was expecting it to adjust the number of contracts purchased with a "fixed value". As it stands, this setting acts exactly the same as setting the position size for number of contracts.

Is there a setting for what I am looking for? Is this behaving as designed? Note: This is using futures contracts.

Below are screenshots of my settings and the position sizes I am getting.

Thanks,
Dandude



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Cone8
 ( 23.52% )
- ago
#1
Actually, price doesn't have anything to do with determining the number futures contracts.
It's the margin value, which is only 1 value. It would appear that you've assigned something like $25K margin (but could be as low as $20,001) to get 4 contracts with a $100K fixed value.

Vote for this feature request!
https://www.wealth-lab.com/Discussion/Dynamic-Futures-Margin-10631
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