Simulation Settings

Several parameters should be configured in the "Simulation Builder" dialog in order to generate simulations.

Simulation Mode. This setting defines the type of simulation that will be carried out. Please, see Simulation Modes.
General Settings Tab.
Simulation Builder -- General Settings
Simulation Builder -- General Settings
oGeneral Configuration: Please, see General Configuration.
Allow Partial Trades.
Auto liquidation.
Round position sizes.
Worst case simulation.
oInterest Rates, Margin and Commissions. See: Interest Rates, Margin and Commissions.
Commissions.
Cash interest rate.
Margin and loan interest rate.
oCurves Normalization. Please, see: Curves Normalization.
oCurrencies Exchange Rates. Take a look at: Currencies Exchange Rates.

 

Position Sizing Tab: Please, see: Allocation and Position Sizing.
Simulation Builder -- Position Sizing
Simulation Builder -- Position Sizing
oStarting Capital.
oMoney Allocation for each sub Strategy.
oPosition Sizing rules for each Terminal Strategy.
oLimit for orders size based on instrument's entry bar volume.