Config

The broker's contracts, costs and the account rules every simulation prices with. COMEX gold: GC (100 oz, USD 10 a tick), MGC (10 oz, USD 1 a tick) and 1OZ (1 oz, USD 0.10 a tick). Positions are counted in 1OZ contracts and traded as GC + MGC + 1OZ.

Contracts at the broker (AMP Futures)

Contract	Size	Tick value
GC Gold	100 oz	USD 10.00
MGC Micro Gold	10 oz	USD 1.00
1OZ 1-Ounce Gold	1 oz	USD 0.10
NQ E-mini Nasdaq-100	100 NNQ	USD 5.00
MNQ Micro Nasdaq-100	10 NNQ	USD 0.50
NNQ Nano Nasdaq-100	1 NNQ	USD 0.05

A gold position of N 1OZ contracts is traded as GC for every 100, MGC for every 10 of the rest and 1OZ for the remainder; a Nasdaq position of N MNQ as NQ for every 10 and MNQ for the rest; each pays its contracts' commissions: 123 = 1 GC + 2 MGC + 3 1OZ, USD 12.22 a round trip, margin USD 7,457.50 with the multiplier at 1.00. The simulator's ticks are per MGC (one tick = USD 1); the money is for the position.

Execution

Slippage ticks for market orders (per side)

A market order fills at the quoted touch (ask when buying, bid when selling) plus this many ticks. 0 = at the touch; the spread itself is taken from the data at each fill.

Fixed cost of a round trip per MGC: 1.72 ticks = USD 1.72(slippage both ways + the MGC commission both sides; the bid-ask spread comes on top, from the data)

Account and position sizing

Starting balance (USD)

What a run starts with when its Contracts field is switched to 'from a balance'; the field is prefilled from here.

Minimum balance (USD)

A run sizing from a balance stops trading once the balance is below this.

Maximum position (1OZ contracts)

The largest position ever taken, whatever the balance allows: 100 = one GC, 1,000 = ten GC. Applies to fixed sizes too.

Margin multiplier

Every day-trading margin is multiplied by this before sizing from a balance: 1 = the broker's minimum, 2 = one 1OZ per twice its margin, to keep room for the trade.

Sizing from a balance takes the largest position whose margin the balance covers, re-sized after every closed trade, so an account that can no longer hold one MGC trades the 1OZ contracts it can still hold. With USD 5,000 and the multiplier at 1.00: 82 1OZ = 8 MGC + 2 1OZ (margin USD 4,973.50); one MGC needs USD 606.50, one 1OZ USD 60.75.

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