RE: [amibroker] trading futures

Fri, 21 Jul 2006 07:41:37 -0700

If you're keeping the contract overnight, the margin is 3750.

Tick size relates to how much movement is required to get paid. It is 0.25.

I set those values in the Symbol Information window.

Commission is 2.40 per side or 4.80 round trip. You use 2.40
per contract. (The 1.65 you saw was for OPTIONS on futures.)

You can find contract details here and margin deposit on the IB page you have:

http://www.cme.com/clearing/clr/spec/contract_specifications.html?type=idx

 

    SetOption("CommissionMode", 3); /* Modes explained next...

        0 - use portfolio manager commission table

        1 - percent of trade

        2 - $ per trade

        3 - $ per share/contract    */

    SetOption("CommissionAmount", 2.40);

 

Be sure to check the Futures box in AA->Settings.

This is necessary even when you use this line of code,
which I always include when testing Futures.

 

    SetOption("FuturesMode",True);

 

--

Terry

-----Original Message-----
From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of emp62
Sent: Friday, July 21, 2006 07:14
To: [email protected]
Subject: Re: [amibroker] trading futures

 

thank you.

 

So in the Symbol inofrmation window I fill in:

 

Round Lot Size: 1        Margin deposit: 1500

Tick Size:  5        Point value: 20

 

am I right?  What number do you use for the margin deposit?

 

thank you,

 

regards, Ed

 

 

 

----- Original Message -----

Sent: Friday, July 21, 2006 2:52 PM

Subject: Re: [amibroker] trading futures

 

Point value for NQ is $20.00 - (Tick value = $5.00).

IB commissions are $2.40

----- Original Message -----
From: emp62 <[EMAIL PROTECTED]>
Date: Friday, July 21, 2006 3:11 am
Subject: [amibroker] trading futures
To: [EMAIL PROTECTED]ps.com

> hi,
>
> am am testing some systems on futures (have experience with stocks
> only) and I want to check if my settings are set up properly for
> trading NQ E-mini Nasdaq 100 futures at Interactive Brokers.
>
> For trading 10 contracts I add into my system:
>
> NumContracts = 10;
> PositionSize = NumContracts * MarginDeposit;
>
> Further:
>
> tick size = 0.25
> Point value = 12.5$ / 0.25 = 50
>
> Margin deposit ?? Do I need to get this number from IB? I find a
> list here:
>
>
http://www.interactivebrokers.com/en/trading/marginRequirements/margin_
amer.php
>
> what do I use? 1500?
>
> Commision I use 1.65$ per contract.
>
> if somebody could check the setup I would appreciate,
>
> thanks, Ed

__._,_.___

Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com

For other support material please check also:
http://www.amibroker.com/support.html




SPONSORED LINKS
Investment management software Real estate investment software Investment property software
Software support Real estate investment analysis software Investment software

YAHOO! GROUPS LINKS



__,_._,___

Reply via email to