Testing - Trading

Points Only Test
Select this option if you invest on the futures market - otherwise the system will generate the result in transaction costs rather than in points.

Initial Equity
The amount available prior to investment. (If you selected Points Only Test).

Default Size
Each order may be performed based on the selected number of units, total transaction cost or percentage of available equity.

Testing - Portfolio

Long/Short/Both - defines what types of transactions the system can perform.

Close all positions on the last bar - if we select this option, all positions will be closed after testing.

Testing - Results

We can perform a quick test, which takes less time and requires less disk space, however it will not enable us to view multiple reports.
If the system uses optimization, we may also define how many of the best results we want to keep.



You can access the following additional options by clicking on "More":

Interest Rates

Margin - interest rate of bank deposits.
Money Market - interest rate of bank loans.

Margin Requirements

The required funds you must deposit to conclude the transaction.

Long Initial - to open long positions we do not need to make anz additional deposits (enter 100)
Long Maintenance - to maintain the position, we do no need to may any additional payments (enter 0)
Short Initial - to open short positions, a deposit is required (available amounts range from 101 to 200; if it is 30%, enter 130)
Short Maintenance - the same applies to maintaining the short position

Commissions

Here you can define the type of commission the brokerage firm will charge (as transaction points, as unit points or as percentage costs).

Then you can enter specific amounts representing entry and exit commissions.

Trade Price

You have two options: select the Realistic Market Prices option and let the system to open and close positions at market prices or turn the option off and manually enter prices at which transactions on different positions are to be concluded (opening price, closing price, maximum or minimum price).

Delay order opening __ bars - define how many bars after transaction signal the transaction is to be concluded.

Slippage

You can use this option to define the level of losses which may occur in daytrading due to the delay between real-time data and the time that it takes to place an order and process it. During that time the market often cools off by several points, which we can implement in our system.