|
PureBytes Links
Trading Reference Links
|
Hi, thanks for that. Solved the prob. Greatly appreciated.
Unfortunately raises another question. I don't use Buy or Sell to close trades, only TP
or SL, thus I use the ApplyStops function. But in the case of this simple system, further
trades are taken after the initial "true" signal has been triggered and the stops have
been hit.
I tried the Exrem function, but as Buy & Sell = 0 it doesn't work. I tried substituting
the ApplyStops in their place but that was a no go.
So how do I remove the excessive signals?
Thanks again.
----- Original Message -----
From: "intro" <newsletters@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, September 09, 2004 3:12 AM
Subject: [trading] RE: [amibroker] Backtesting Forex
> 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]
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
>
>
>
>
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
>
>
>
>
>
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
Make a clean sweep of pop-up ads. Yahoo! Companion Toolbar.
Now with Pop-Up Blocker. Get it for free!
http://us.click.yahoo.com/L5YrjA/eSIIAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|