Secondary problem is the disappearence of JPY
Plus I'm not real sure about what PointValue does (yeah, I've read the
docs many times) - it's not intuitive
Obviously this thread only aimed at those who trade forex..
Marcin, if you're out there I'm still hanging for a look at your article ..
cstrader232 wrote:
> I'm not sure what problem you're having...
>
> ----- Original Message -----
> *From:* Grant Noble <mailto:[EMAIL PROTECTED]>
> *To:* [email protected] <mailto:[email protected]>
> *Sent:* Thursday, June 01, 2006 8:39 PM
> *Subject:* Re: [amibroker] Forex AA settings - help me..
>
> Is nobody out there backtesting forex ? I'm not after state
> secrets here
> people, just an idea of how to proceed.. Ta, GRANT
>
> Grant Noble wrote:
> > Hi all, have been coding attempts to allow backtesting forex and
> have
> > reached a point that I can't seem to move past.
> >
> > In theory it seems simple enough:
> > - standard contract = 100,000xCCY1
> > - a one point move in CCY2 is worth 10xCCY2 (or 1000xCCY2 if
> CCY2 is JPY..)
> > - ticksize is 0.0001 (or 0.01 if CCY2 is JPY..)
> > - margin is 2% of CCY2
> >
> > My code follows. I suspect it's not right but it gives pretty close
> > results to hand tests. Except for JPY which is never picked up
> by AA
> > (even if trades are picked up by Exploration).
> > I'm going nuts here people - any feedback appreciated.
> >
> > BTW I also have questions about Forex conversions to base
> currency but
> > Marcin has promised a KB article soon. :-)
> >
> > Regards, GRANT
> >
> > *<code>*
> > if ( StrRight( Name (), 3 ) == "JPY" ) {
> > TickSize = 0.01;
> > PointValue = 1000;
> > } else {
> > TickSize = 0.0001;
> > PointValue = 100000;
> > }
> > // FOREX settings
> > SetOption( "FuturesMode", True); // use margin
> > deposit and point value in calculations
> > RoundLotSize = 1; // whole
> contracts only
> > lotSize = 100000; // full
> contract
> > 100,000 base currency
> > MarginDeposit = lotSize * 0.02; // margin 2% of
> > position value
> > contracts = 1; //
> contracts to
> > acquire
> > SetPositionSize( contracts, spsShares ); //
> spsShares = size
> > expressed in shares/contracts
> > *</code>*
> >
> >
> >
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
>
>
>
> SPONSORED LINKS
> Investment management software
> <http://groups.yahoo.com/gads?t=ms&k=Investment+management+software&w1=Investment+management+software&w2=Real+estate+investment+software&w3=Investment+property+software&w4=Software+support&w5=Real+estate+investment+analysis+software&w6=Investment+software&c=6&s=200&.sig=_XXUzbE9l5lGlZNcMu4KNQ>
> Real estate investment software
> <http://groups.yahoo.com/gads?t=ms&k=Real+estate+investment+software&w1=Investment+management+software&w2=Real+estate+investment+software&w3=Investment+property+software&w4=Software+support&w5=Real+estate+investment+analysis+software&w6=Investment+software&c=6&s=200&.sig=5_sgDczz3ArKGMtJ9tFSJA>
> Investment property software
> <http://groups.yahoo.com/gads?t=ms&k=Investment+property+software&w1=Investment+management+software&w2=Real+estate+investment+software&w3=Investment+property+software&w4=Software+support&w5=Real+estate+investment+analysis+software&w6=Investment+software&c=6&s=200&.sig=_N6zcwefgp4eg5n6oX5WZw>
>
> Software support
> <http://groups.yahoo.com/gads?t=ms&k=Software+support&w1=Investment+management+software&w2=Real+estate+investment+software&w3=Investment+property+software&w4=Software+support&w5=Real+estate+investment+analysis+software&w6=Investment+software&c=6&s=200&.sig=MJ2jP31F3n64RDZkDadU8w>
> Real estate investment analysis software
> <http://groups.yahoo.com/gads?t=ms&k=Real+estate+investment+analysis+software&w1=Investment+management+software&w2=Real+estate+investment+software&w3=Investment+property+software&w4=Software+support&w5=Real+estate+investment+analysis+software&w6=Investment+software&c=6&s=200&.sig=GmF8PlAJASx0wrSaX5-Zlw>
> Investment software
> <http://groups.yahoo.com/gads?t=ms&k=Investment+software&w1=Investment+management+software&w2=Real+estate+investment+software&w3=Investment+property+software&w4=Software+support&w5=Real+estate+investment+analysis+software&w6=Investment+software&c=6&s=200&.sig=aMgGsKT4w29dMAYUzQUKzg>
>
>
>
> ------------------------------------------------------------------------
> YAHOO! GROUPS LINKS
>
> * Visit your group "amibroker
> <http://groups.yahoo.com/group/amibroker>" on the web.
>
> * To unsubscribe from this group, send an email to:
> [EMAIL PROTECTED]
> <mailto:[EMAIL PROTECTED]>
>
> * Your use of Yahoo! Groups is subject to the Yahoo! Terms of
> Service <http://docs.yahoo.com/info/terms/>.
>
>
> ------------------------------------------------------------------------
>
> ------------------------------------------------------------------------
>
> No virus found in this incoming message.
> Checked by AVG Free Edition.
> Version: 7.1.394 / Virus Database: 268.8.1/354 - Release Date: 1/06/2006
>
>
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
SPONSORED LINKS
| Investment management software | Real estate investment software | Investment property software |
| Software support | Real estate investment analysis software | Investment software |
YAHOO! GROUPS LINKS
- Visit your group "amibroker" on the web.
- To unsubscribe from this group, send an email to:
[EMAIL PROTECTED]
- Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
