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

trickortrade 

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

If you use crutches like replicating 6E trades via EURUSD, you should start at least with a correct multiplier -
which is 125000 in that case ...

choke35 

If you use crutches like replicating 6E trades via EURUSD, you should start at least with a correct multiplier - which is 125000 in that case ...

Yes, of course, thanks for pointing that out.