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Hi,
you can buy S&P Mini Futures just for 1153.25 or 1153.50, 1153.37 is not possible.
I use a trick with indicators. e.g. EMA. I divide through the TickSize (0.25) then I round the outcome and multiply it back with the TickSize.
example:
iEMA = EMA (C,20);
iEMA = Round (iEMA/TickSize) * TickSize;
blnBuy = C > iEMA;
Regards, dubi
--- In amibroker@xxxxxxxxxxxxxxx, "Gonzaga" <gonzagags@xxx> wrote:
>
> Hi
> I'm trying to backtest a system in futures, in mini SP500, and have no experience.
> I see that I must use the ticksize in order to tell Amibroker the smaller movement of the ticker, in this case 0.25 points.
> I see that the constant 'tickersize' can obly be used with pre-defined stops or Applystop, not with a user-programmed stop..
> Ok. But when I try a backtest, with the code:
>
> PositionSize = -2; // use 2% of equity
> MarginDeposit = 2250; // mini sp
> RoundLotSize = 1; // this you can set also in the Settings page
> PointValue = 50; //multiply punto SP
> TickSize=0.25; //least variation
>
> the system buys SP500 at e.g. 1153.37
>
> I thought that Ami should buy at 1153.25 or 1153.50, isn't it???
>
> Is possible to buy the future miniSP at 1153.37???
>
> Thanks in advance..
>
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