S&P500 Emini Futures contract setup in Amibroker

How do you setup the correct minimum tick size (0.25), tick value ($12.50) and point value ($50) for S&P500 EMINI Futures contract in Amibroker, such that the backtest reports are correctly calculated?

Please HELP!

Thanks in Advance,
Tania

Go to Information window of AmiBroker when ES Emini is selected symbol and insert Tick Size: 0.25, Point Value: 50 and Round Lot Size: 1 as well as MarginDeposit info there. You do not need to set tick value since you already have given TickSize and PointValue information so -> 0.25 x 50 = 12.5.

In AFL you can use TickSize, PointValue, MarginDeposit, RoundLotSize variables to call inserted information.

But instead of using Information window you can assign your values in AFL too (assigned values of code override UI settings.).
E.g. at the top of your code you may add.

// Contract specifications
TickSize = 0.25;
PointValue = 50;
MarginDeposit = /*your margin requirement*/;
RoundLotSize = 1;

SetOption( "FuturesMode", True );
// ... further code below...
3 Likes

Thats great, thank you very much for your help.

This link may help you:


This blog post has code to assign values depending on the ticker.
If you aren't using IQfeed, you only need to change the tickers shown with your own tickers.

3 Likes

Great thank you. :slight_smile: This is all very helpful.