I downloaded the futures data from http://www.quantshare.com/item-1402-eod-data-for-futures, but noticed that most symbols overwrites stock symbols - (e.g. LB is Lumber and LL Bean stock, CL is a future and ColgatePalmolive stock, ED is EuroDollar future and Edison stock)
Questions
1) How do i recover the overwritten stock data and rename (or purge and re-download) the Futures data symbols, so they can co-exist in the same Quotes database as Stocks?
2) How do I assign Point Value per future symbol - couldn't find the field to do so? The setting in Trading System assigns the same point value to all Future symbols in the trading system, which doesn't work.
3) Although i set the Point Value in the Trading System setting to 50, it doesn't factor it in the simulation - the P&Ls in the Trade Report seem to use a Point Value of 1.
4) How is the tick value used in simulations? Do we need to update it or leave it as default?
1/ You just need to use the default downloader. It is best to create a different account for futures or update the futures downloader to create different symbols.
2/ Symbol -> Update Symbol
3/ The Point Value is used during the backtesting even if the trade report displays P&L (with Point value of 1)
4/ It is used to make sure transaction prices are multiple of the tick value. You can leave it as default.
Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.
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