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PositionSize = MarginDeposit = 1;
PointValue = 10000;
intro
-----Mensagem original-----
De: Beachie [mailto:beachie41@xxxxxxxxxxx]
Enviada: quarta-feira, 8 de Setembro de 2004 17:53
Para: amibroker@xxxxxxxxxxxxxxx
Assunto: [amibroker] Backtesting Forex
OK, perhaps someone can help us out here.
I'm try to simulate buying a fixed lot for each trade. i.e Retail forex
generally trades in mini lots of $10k or normal lot of $100k.
I don't want my postion increased/decreased each trade as a percentage of
the account. Just 1 fixed $10k lot per trade.
That would be approx $1 profit per 0.0001 (1 pip)
I've tried various combinations of PointValue, PositionSize, PositionSize =
MarginDeposit = 1, NumContracts etc but results are still screwed. eg.
Ticker Trade Date Price Ex.
date Ex. Price % chg Profit % Profit
Contracts Position value Cum. Profit # bars Profit/bar MAE MFE
EUR A0-FX Long (profit) 24/03/2004 11:00:00 AM 1.22754 24/03/2004 11:15:00
AM 1.2291 0.13% 1.85 63.34% 119 2.92 1.85
2 0.93 .01% 0.13%
Hopefully the table wasn't screwed in the post.
But as can be seen Contracts = 119 where should be = 1 lot and profit isn't
represented properly even though Ticksize= 0.0001 & Pointvalue = 1 i.e $1 In
this case profit should be $16
And the contract size varies from say 119 to the very next trade being 6459.
I don't quite understand what is happening.
Thanks for your time!
[Non-text portions of this message have been removed]
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