function run()
{
// For example,the base_increment of BTC/USD is 0.00000001, the base_min_size of BTC/USD is 0.0001.
// Following code buys 0.0001 BTC at market price
asset("BTC/USD");
Lots = 10000; // order size is Lots * base_increment, 10000 * 0.00000001
MaxLong = 1;
enterLong();
set(PLOTNOW,LOGFILE);
}
Name,Price,Spread,RollLong,RollShort,PIP,PIPCost,MarginCost,Leverage,LotAmount,Commission,Symbol
BTC/USD,44267.07000000,0.01000000,0.0,0.0,0.01000000,0.01000000,0.0,1,0.00000001,0.000,BTC-USD
However, in the simulations I'm getting values that make me think it actually purchases 10k full BTC at once:
End of lookback period
[80: Tue 20-01-07 11:00] (7885.78)
[BTC/USD::L08006] Long [email protected] at 11:00:00
[81: Tue 20-01-07 12:00] 11218 +11218 1/0 (7893.61)
[82: Tue 20-01-07 13:00] -213982 -213982 0/1 (7871.09)
[83: Tue 20-01-07 14:00] -447082 -447082 0/1 (7847.78)
[84: Tue 20-01-07 15:00] -424880 -424880 0/1 (7850.00)
[85: Tue 20-01-07 16:00] -1264280 -1264280 0/1 (7766.06)
[86: Tue 20-01-07 17:00] 225120 +225120 1/0 (7915.00)
[87: Tue 20-01-07 18:00] 500921 +500921 1/0 (7942.58)
Test TestLotSize BTC/USD, Zorro 2.444
Simulated account AssetsFix
Bar period 1 hour (avg 88 min)
Total processed 18659 bars
Test period 2020-01-07..2022-02-16 (12505 bars)
Lookback period 80 bars (4 days)
Montecarlo cycles 200
Simulation mode Realistic (slippage 5.0 sec)
Avg bar 39460.3 pips range
Spread 1.0 pips (roll 0.00/0.00)
Contracts per lot 0.0
Gross win/loss 362925504$-0$, +3629255.1p, lr 579557845$
Average profit 171939958$/year, 14328330$/month, 661308$/day
Max drawdown -36829784$ 10.1% (MAE -355328224$ 97.9%)
Total down time 6% (TAE 97%)
Max down time 37 hours from Mar 2020
Max open margin 78857798$
Max open risk 789348$
Trade volume 78924780$ (37391485$/year)
Transaction costs -100.00$ spr, -119601$ slp, 0$ rol
Capital required 78857800$