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Back-testing FOREX instruments - problems with Performance Report
In recent weeks I have been developing several trading strategies using TS.
Thus far, I have been using futures contracts as the testing instruments such as ES, YM and then also currency futures such as EC, AD or JY. I am now trying to run the strategies on currency spot instruments such as EURUSD or AUDUSD.
With the futures contracts, I have used bigpointvalue in my code. I changed this to bigpointvalue*100000 to get the position sizing correct.
The strategies appear to work correctly on the spot instruments - the entries and exits are working as expected when looking at the chart. However the profit/loss from the trades are not calculating correctly - thus the trading strategy performance report is meaningless. Is there some type of setting I need to change somewhere for this to work?
Thanks in advance,
George
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