my strat is producing amazing backtesting results. But I ran it today on NG 1-17 in sim mode..and it started with 1 ct then as it continued to take trades it would compound the contracts I guess.
so basically it will trade anywhere from 2-4 contracts when the parameters are set to: default quantity '1'
I went back and looked at everything..and I cant figure it out yet. the backtest results only show 1 contract traded per trade- for 8119 trades from 1-1-16 to 12-11-16. so it seems the problem is when I run it in sim or market replay.
what should I do next? please help..
thanks in advance!
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