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Default quantity and # of trades

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    Default quantity and # of trades

    Hi,

    I have an issue with the adjusting of default quantity in the strategy analyzer.
    I run my strategy on $EURUSD and when setting the default quantity to to 1 the strategy runs 368 trades. While increasing the quantity the # of trades drops of dramatically and at around 20 QTY they are down to 4. At 1000 QTY (which I would think is 1 micro lot) only 1 trade is performed. Increasing the QTY indefinitely after this keeps the QTY at 1.

    Am i missing some knowledge on how forex lots are used in NT or is the strategy analyzer taking volume into consideration? Or.. what?

    Thanks in advance,
    Magnus

    #2
    Hello Magnus,

    Please note when backtesting an automated strategy in the Strategy Analyzer, order quantities will always represent the total units of the base currency being traded. A lot size of one equals a base currency unit of one and DOES NOT equal a typical "standard" lot size of 100,000. Therefore, if you want to trade a standard lot you would use an order quantity of 100,000.

    I am not sure why the backtests have different amount of trades. What happens if you backtest the SampleMACrossOver strategy using the same order quantities. Do you see a difference in amount of trades as well?

    Do you see justification for the different amount of trades if you check the Chart-tab in the Strategy Analayzer for each backtest?
    JasonNinjaTrader Customer Service

    Comment


      #3
      Hi,

      I think I found the problem. I was reusing some code from someone else and in that code (for some account management) the P/L of trades was multiplied by QTY and then also multiplied with Pointvalue which obviously turned out to be huuuuge numbers (multiplying everything by 10000 for EURUSD), so I think it it was some overflow problems.

      Thanks,

      Comment

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