Does the function "Trading Threshold" (In Preferences) works with Futures?

(From my experience, seems not)

"Trading Thresholds" work only for actual orders (and in case of Developer 5, for Paper trading) submitted through the Orders tool. Is this where they don't seem to work, or you're talking about backtesting futures strategies?

I am talking about the backtesting. Then you confirm it does not work in this case? it could be useful, through

No, they don't apply to backtesting. However, I can think of a possibility to code it for backtesting as a rule in a "PosSizer" - very flexible custom position sizing logic coming in version 5.6.

Ok. that would be very useful. I then have a couple of recommendations to improve backtesting simulation

1. why not a real debugger?

In the portfolio simulation, using Position Sizing,

2. lets say in theory I could buy 10 stocks but because of lack of capital only 8 are purchased, there is no message alert at all, not even a way to know through debug windows the size bought as it always displays "one" share bought (As per checking the help guide, this is because the real size is computed afterwards)

3. When there is not enough capital, there is a message at the end of simulation but not much details.
Are the trades not executed because size is smaller than one? because there is really no capital?

Look, it's really hard to understand you, especially such cryptic phrases as "it always displays "one" share bought". Please be specific so we could understand you. tia.

QUOTE:
1. why not a real debugger?

It's hard to understand the logic behind your discrete question & what does it have to do with "Trading Thresholds", but I'll try:

How can I debug my trading strategies in Wealth-Lab Pro 5?
Debugging a Strategy with Visual Studio Express or SharpDevelop

QUOTE:
because of lack of capital only 8 are purchased

Trades tab - status window - Trades not included due to insufficient capital

QUOTE:
not even a way to know through debug windows

Please be specific.

QUOTE:
Are the trades not executed because size is smaller than one? because there is really no capital?

Option #2. But this depends on your position sizing settings. We do not know them. Please review this paragraph carefully:
How to report a Problem?

I suggest reading Strategy Window > Backtesting Strategies in the User Guide for all-important concepts: basis price, priority, how trades are chosen etc.

Hi,

My points 1, 2 and 3 were general issues, nothing linked with my first issue (Trading threshold)

About my point 2, I wanted to point out that sometimes the size computed in protfolio simulationvdoes not match with the size effectively use in the simulation. As explained in user guide, this is because there is not enough capital. the problem is that it can not be displayed in the debug windows.

Position sizing is applied after the strategy has finished executing (with "1 share"). That's why the final sizing isn't available during strategy execution, and PrintDebug() is a part of it.

Getting familiar with "basis price", "margin factor", "100% of equity sizing" and "priority" will make Wealth-Lab's position sizing decisions clear when there's lack of capital to execute all signals.

"Getting familiar with "basis price", "margin factor", "100% of equity sizing" and "priority" will make Wealth-Lab's position sizing decisions clear when there's lack of capital to execute all signals."

Agree. I just through it could ease to follow up why all the trades were not executed

Start here - User Guide > Strategy Window > Backtesting Strategies > Troubleshooting the Unexpected: No Trades