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Anyone???
----- Original Message -----
From: Beachie
To: amibroker@xxxxxxxxxxxxxxx
Sent: Monday, September 06, 2004 8:33 AM
Subject: System Testing (Forex) & newbie
Hi all,
am trying to figure out a simple system for forex & would like some help on the basics. I've read the manual & searched the group, but am still unclear on certain matters.
I'm trying to do the following:
Minimum lot size is $10,000 = point value of $1.00;
Pip filter = 25 for longs, 20 for shorts;
Using 60 min bars;
Buy = (when value of MA Cross + .0025) > then Highest value of last bar;
Short = (when value of MA Cross - .0020) < then lowest value of last bar;
Take profit = 30 pips;
Stop Loss = 15 pips;
Buy/Sell as soon as price is hit i.e. same bar
Trades are always closed by either the TP or the SL being hit.
Firstly, in the Backtester settings to simulate the $10,000 (mini lot) lot size do I:
set "Min Shares" to 1;
set "Futures Mode" to on;
Round lot Size = 1;
Tick size = .0001;
Commissions & Rates = $ per Trade = 0;
Buy/Cover Price = High, Delay = 0;
Sell/short Price = Low, Delay = 0;
Max Stop Loss = Point, Loss: .0015;
Profit Target = Point, Profit: .0030;
Exit Intraday at stop(1);
For each currency eg; EUR do I set the Round lot size to 1, Tick Size to .0001, Margin deposit to -2 (50:1) & point Value to $10.00?
For the system formula itself I tried using the following but it doesn't seem to work.
Buy = ValueWhen(Cross(MA1,MA2),1) + .0025 >= HHV(H,-1);
Short = ValueWhen(Cross(ma2,ma1),1) - .0020 <= LLV(L,-1);
Sell= Short;
Cover = Buy;
Appreciate any help.
cheers,
Beach
[Non-text portions of this message have been removed]
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