Doh. Last line in second example should be: MarginDeposit = 200; // 100:1 leverage.
--- In [email protected], "ozzyapeman" <zoopf...@...> wrote: > > Sorry for the confusion. Hopefully this will be more comprehensive. If > you scroll through these two posts, you should get a solid > understanding: > > This first one starts off with another question, but later in the thread > Tomasz answers about Forex settings: > > http://finance.groups.yahoo.com/group/amibroker/message/134138 > > and then again in a more direct post: > > http://finance.groups.yahoo.com/group/AmiBroker-at/message/4107 > > Here is a summary, based on my understanding, but you should really go > through the above two posts: > > > > For Interactive Brokers forex : use this in Futures Mode, and make sure > that Symbol Information: Currency is set to USD for EUR.USD and to JPY > for USD.JPY: > > > > SetBarsRequired(10000, 0); > SetOption("AllowPositionShrinking", False); > SetOption("AllowSameBarExit", True); > SetOption("FuturesMode", 1); > SetOption("InitialEquity", 1000); > SetOption("InterestRate",0); > SetOption("MaxOpenPositions", 1); > SetOption("MinPosValue", 0); > SetOption("MinShares", 20000); > SetOption("PriceBoundChecking", True ); > SetOption("ReverseSignalForcesExit", False); > SetOption("UsePrevBarEquityForPosSizing", False ); > SetTradeDelays(0, 0, 0, 0); > > SetPositionSize( 20000, spsShares ); // min lot at Interactive Brokers > MarginDeposit = -1.0; // 100: 1 leverage, 1% > > > > Note that for some reason, we cannot set commissions in AFL with the > above, and still have it work properly. > > Therefore, simply set commissions in AA settings table, under Settings. > Note that IB leverage is actually 2.5%, so the above margin of 1% will > not be an accurate backtest > > > For brokers other than IB, these settings, or some variation thereof > should work: > > > > SetBarsRequired(10000, 0); > SetOption("AllowPositionShrinking", False); > SetOption("AllowSameBarExit", True); > SetOption("CommissionAmount", 2.50); > SetOption("CommissionMode", 3); > SetOption("FuturesMode", 1); > SetOption("InitialEquity", 1000); > SetOption("InterestRate",0); > SetOption("MaxOpenPositions", 1); > SetOption("MinPosValue", 0); > SetOption("MinShares", 1); > SetOption("PriceBoundChecking", True ); > SetOption("ReverseSignalForcesExit", False); > SetOption("UsePrevBarEquityForPosSizing", False ); > SetTradeDelays(0, 0, 0, 0); > SetPositionSize(1, spsShares); > TickSize = 0.0001; // The minimum price move of symbol for Forex > PointValue = 20000; // Each mini lot is 20,000 > RoundLotSize = 1; > MarginDeposit = 1; // 100:1 leverage. > > > > > > > --- In [email protected], "gabriel_id@" finance@ wrote: > > > > ok.. thx for reply.. but was not much help.. because i told, i > > already know that page.. and also i know that little tutorial (AB > > Backtester Basics).. from both sources i took that options.. from my > > previous message.. > > > > My question was how can i set for 10K lots size.. instead 100K lots > > size... > > > > > > > > --- In [email protected], "ozzyapeman" zoopfree@ wrote: > > > > > > It's all answered here: > > > > > > http://www.amibroker.com/kb/2006/08/09/amibroker-for-forex/ > > > > > > and there is no setoption for slippage. > > > > > > > > > --- In [email protected], "gabriel_id@" <finance@> wrote: > > > > > > > > Hi there, > > > > > > > > Until now.. from what i understood.. for forex this settings > will > > > > work.. on 100.000 lot with 10$ point value and with 100% margin, > > > > initial capital 1000$.. and of course the spread of 2 pips in this > > > > example.. > > > > > > > > SetOption("InitialEquity", 1000); > > > > SetOption("FuturesMode",1); > > > > RoundLotSize = 1; > > > > MarginDeposit = 100; > > > > TickSize = 0.0001; > > > > PointValue = 100000; > > > > Spread = 2; > > > > SetOption("CommissionMode",3); > > > > SetOption("CommissionAmount", 0.5 * Spread * TickSize * > PointValue); > > > > > > > > How can i apply the 10K lot size.. not the 100K .. only by > decrease > > > > PointValue to 10000 ? > > > > > > > > And also the slippage.. there is no option like the commission !? > > > > > > > > > > > > Thank you, > > > > GV > > > > > > > > > >
