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Not sure exactly what specific feature you have in mind (automated
trading?), but I'd support any request for better FX
backtesting/trading support.
For the moment I'm just using AB for forex strategies backtesting, I
also tried WealthLab, Forex seems not to be viable with it and forex
support was VERY high on the list of customer's requirements on their
site last time I checked, maybe TJ will take this as an incentive to
push AB in that direction.
I wonder if anyone else is backtesting FX with AB, as far as I
understand standard settings are not "powerful" enough for proper
backtesting, from the doc:
To set-up AmiBroker for Forex BACKTESTING, concider following
settings:
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)
Point 4 is confusing: isn't this value going to change with the respective
xchange rates??? (as in the very example given for GBP/CHF)
I had to resort to the custom backtester (many thanks to Dingo for the
PBI documentation, priceless!) to emulate forex margin rules.
Any other forex backtesters around?
On 8/23/05, Thomas Z <tzg@xxxxxxxxxxxxxxxx> wrote:
> Hello Martin,
>
> Yes, I also would be very happy to have such a feature !!!
>
> Regards
>
> Thomas
> www.tradingbasis.com
>
>
> -----Ursprüngliche Nachricht-----
> Von: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] Im Auftrag
> von Martin Cooney
> Gesendet: Dienstag, 23. August 2005 08:30
> An: amibroker@xxxxxxxxxxxxxxx
> Betreff: [amibroker] Can an Amibroker FX interface be developed ?
>
> Hi,
>
> I've not used AmiBroker very much since being introduced to the FX
> market and this is my main passion now.
>
> One thing that's missing is a fantastic and diverse charting and trading
> terminal. Some are good, some are rubbish. All of them have free data
> given trades are done through the terminal's broker.
>
> I wonder how many others out there in Amibroker-land would like to dip
> their toe in the FX water and still retain Amibroker to develop their
> strategies on but also make trades.
>
> There are currently many APIs for quite a large number of broker
> terminals which would require some sort of interface from Amibroker into
> this API. Is this something we could ask Tomasz to look into if there's
> enough interest (which I'd be sure there would be) ?
>
> Cheers
> Martin
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
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>
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>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
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