Strategy Properties: Difference between revisions
From MultiCharts
→Setting Costs/Capitalization
Line 21: | Line 21: | ||
#* Click '''per Share/Contract''' to select slippage per share/contract. | #* Click '''per Share/Contract''' to select slippage per share/contract. | ||
# In the '''Initial Capital''' box, enter the Initial Capital, and in the '''Interest Rate''' box, enter the interest rate to be used in the performance ratio calculations. | # In the '''Initial Capital''' box, enter the Initial Capital, and in the '''Interest Rate''' box, enter the interest rate to be used in the performance ratio calculations. | ||
=== Setting Base Currency === | === Setting Base Currency === | ||
By default '''None''' is selected in '''Base Currency'''. It means that the currency of the [[Using Performance Report|Strategy Performance Report]] that is based on the current chart = the currency configured in the [[Setting Exchanges & ECNs|exchange of the symbol in QuoteManager]]. <div | By default '''None''' is selected in '''Base Currency'''. It means that the currency of the [[Using Performance Report|Strategy Performance Report]] that is based on the current chart = the currency configured in the [[Setting Exchanges & ECNs|exchange of the symbol in QuoteManager]]. <div class="example">In QuoteManager by default the currency of the '''CME''' exchange is '''USD'''. '''ESZ4''' symbol in QuoteManager has '''CME''' exchange. It means the currency of the '''ESZ4''' symbol is '''USD'''. If the '''Base Currency''' in '''Strategy Properties''' is set to '''None''' there is no currency conversion for output values in '''Strategy Performance Report''' that is based on the '''ESZ4''' chart, the currency of the report will be '''USD'''.</div> | ||
< | If a specific currency is selected in '''Base Currency''', this currency will be used as the currency of the [[Using Performance Report|Strategy Performance Report]] that is based on the current chart. Report values will be converted from the [[Setting Exchanges & ECNs|currency set for the symbol in QuoteManager]] into the specifed currency according to historical conversion rates.<div class="example"> In QuoteManager by default the currency of the '''CME''' exchange is '''USD'''. '''ESZ4''' symbol in QuoteManager has '''CME''' exchange. It means the currency of the '''ESZ4''' symbol is '''USD'''. If the '''Base Currency''' in '''Strategy Properties''' is set to '''EUR''' the output values in '''Strategy Performance Report''' that is based on the '''ESZ4''' chart will be converted into '''EUR''' according to historical conversion rates, the currency of the report will be '''EUR'''.</div> | ||
=== Setting Maximum Bars Back === | === Setting Maximum Bars Back === | ||
Line 45: | Line 41: | ||
# In the '''Maximum Bars Back''' box enter the maximum number of bars the signals will reference. | # In the '''Maximum Bars Back''' box enter the maximum number of bars the signals will reference. | ||
<div | <div class="note"> The Maximum Bars Back value '''cannot be smaller than 1''' and '''cannot be greater than actual number of bars on the chart'''. This value shows how many bars a study requires to be calculated before it can place first order on the chart. It means that '''there can be no orders or any other visual output on the X number of bars at the beginning of the chart, where X = MaxBarsBack or Maximum number of bars a study will reference'''. </div> | ||
== Setting Position Limits == | == Setting Position Limits == |