kernc
incorporate multiplier of futures
Hello, can i check whether this pull request has been incorporated yet? Similar, I would like to backtest for future, and a multiplier would help to do so, thanks.
Pip Value = (Stop Loss Length in Pips) * (Pip Cost) Position Size or Lots = (% of Account Risk) / (Pip Cost) Limit Profit in Pips= (Stop Loss Length in Pips) * (Reward to Risk Multiple)
Stop Loss $ Value = (Pip Cost) * (Lots) * (Stop Loss Length in Pips) Limit Profit $ Value = (Pip Cost) * (Lots) * (Limit Profit Length in Pips)
Applied Leverage = (Live Asset Price) * (Position Size or Lots) / (Account Balance)
https://www.fxcm.com/markets/insights/how-is-the-value-of-a-pip-determined/ https://www.dailyfx.com/education/beginner/what-is-a-pip.html
Closing in favor of simplicity, https://github.com/kernc/backtesting.py/discussions/448#discussioncomment-4315296. Someone check the math there, please. 😅
