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Hi Chris,
I just tried using the Point Value in the Symbol->Information and it
works okay (never used it before). I suspect if I want to backtest
multi symbols then I would have to enter the point value for each
symbol.
However, the way I have been doing things is to define the following
variables as code on AA:
PositionSize =
MarginDeposit =
PointValue =
RoundLotSize =
I also change tick size in the AA settings box.
Remember, AA code takes overrides everything else (as far as I'm
aware).
The info you need to refer to is in "Back-testing systems for
futures contracts" document in the Help section.
Hope this helps, if not repost.
Sam
--- In amibroker@xxxxxxxxxxxxxxx, "Christoper" <turkey@xxxx> wrote:
> Ah... ok. So basically you're not using the features in
> "Symbol->Information" to store point values.
> Have you tried using these and they didn't work for you?
>
> What varibles do you define so taht it works for you?
> i know of TickSize, PointValue. Anything else?
>
> --- In amibroker@xxxxxxxxxxxxxxx, "qweds_560" <qweds_560@xxxx>
wrote:
> > So far i have been defining these variables (pointvalue etc) in
my
> > code...
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Christoper" <turkey@xxxx>
wrote:
> > > Basically AB isn't regonizing Point Values when calculating
return in
> > > backtest.
> > >
> > > I have Futures checked in AA, set up PointValue, tick size,
margin
> > > requirment in symbol->information.
> > >
> > > Tried searching but couldn't find antyhing...
> > >
> > > thanks,
> > > chris
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