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Hallo,
I have a few questions about the use of AB to backtest forex
strategies, but first of all I want to take the occasion to thank
Dingo for his documentation of the custom backtester (available on the
beta group site), priceless! In my case especially for opening
multiple posistions, THANKS!
I read on the AB Message Board that for FOREX I would have to set AB with
1. Futures mode should be set ON.
2. Tick size should be set to pip value = 0.0001 for currencies with
four decimal digits and to 0.01 for currencies with two decimal digits
3. Round lot size: set it to 1.
4. Point size should be set to to the dollar value of single pip
divided by pip so e.g.: for GBP/CHF 7.10/0.0001 = 71000
5. Margin Requirement: in most cases should be set to 1%
(MarginDeposit = -1 - negative values denote percents)
I can't understand point 4: shouldn't the dollar value of 1 pip
fluctuate with GBPUSD?
Maybe there's some article/doc around that goes more in depth on the
subject, or maybe some other user with FOREX backtesting experience
cares to explain?
Thanks,
neuro
--
Janeczko for President!
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