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Did you define the Point Value as code on AA?
Go through the Backtester settings pages and make sure you have put
something in for equity (1st page), ticksize, ticked the futures
mode box and on the last page, decide whether or not to check the
Disable trade size limit.
--- In amibroker@xxxxxxxxxxxxxxx, "Christoper" <turkey@xxxx> wrote:
> Hmmm... still not working for me. Besides the Backtester settings
is
> there anything else that you could think of that would affect
this?
> Basically soemthing else, that I would need to set such taht AB
knows
> I'm trading futures... db settings? "Tools->Preferences" settings?
>
> --- In amibroker@xxxxxxxxxxxxxxx, "qweds_560" <qweds_560@xxxx>
wrote:
> > 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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