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@yahoogroups.com, "Gonzaga" <gonzag...@...> 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.. >
