Backtesting data issue due to Lot Size

Seetu
1

Hello, I’m new to Seetu and have liked the platform so far. I’ve developed a fairly straightforward strategy to learn the platform. My challenge has been that Explorer and Backtest vary in results, and based on Lot size the Backtest does as well.

Here is my problem, I’m shorting a stock on a move up and cover at close. I had this work and have modeled this in Excel using historic data. There is 83 trades that should happen following the rule. Yesterday this worked as long as I had 100 or less lot size to short. When I used 200 or 500 some trades wouldn’t show (they would show in Explorer but not Backtest) and no change to the logic other than Lot Size.

So this means that SeeTu is using historic data and “voiding” some backtested trade based on LotSize, as that is the only variable that changes between test runs. To verify this, I trade on open every day, so expect 225 trades. This scenario with 1-10 shares it works, but with 100 and 500 the number that trade in BackTest varies even though the logic hasn’t changed and the logic forces a trade each and every day.

Any suggestions.

2

Found the main issue.

I missed that Backtesting will ensure the ability to short based on equity. The ratio of Equity, to Lot Size or Share count drove the ability to trade.

SetOption( “initialequity”, 30000 );
SetOption(“RoundLotSize”,100);

// We can also specify that each trade we place will be % of available equity.
//SetPositionSize( 100, spsShares); // Initially
SetPositionSize( 50, spsPercentOfEquity );