Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
I have been running some tests and the some of the trades seem to be being filtered out, because it claims the unit size is less than 1. However I increased my equity from 1mm to 10mm and still the same was going on. When i increased my equity to 100mm it didn't give me any trades in the filtered folder but still skipped the entry signals where I expected them to get executed
Any thoughts?
I think it would be worthwhile to try the same thing on a virgin copy of a presupplied system such as Bollinger Breakout, using the presupplied sample data from Trading Blox.
