I have tested many strategies in Amibroker with following conditions to ensure only 1 shares trading at all time. No add-on.
PositionSize = MarginDeposit = 1;
SetOption("FuturesMode", True);
Brokerage selected as 0.025% on Future lot on one side. (So total 0.05%)
With these parameters, the results range is as below.
Winning trades: 45% +/- 3%
Annual return : 30% average
PositionSize = MarginDeposit = 1;
SetOption("FuturesMode", True);
Brokerage selected as 0.025% on Future lot on one side. (So total 0.05%)
With these parameters, the results range is as below.
Winning trades: 45% +/- 3%
Annual return : 30% average