[amibroker] Forex AA settings - help me..

[Grant Noble <gruntus@xxxxxxxxxxx>]

Hi all, have been coding attempts to allow backtesting forex and have 
reached a point that I can't seem to move past.

In theory it seems simple enough:
- standard contract = 100,000xCCY1
- a one point move in CCY2 is worth 10xCCY2 (or 1000xCCY2 if CCY2 is JPY..)
- ticksize is 0.0001 (or 0.01 if CCY2 is JPY..)
- margin is 2% of CCY2

My code follows. I suspect it's not right but it gives pretty close 
results to hand tests. Except for JPY which is never picked up by AA 
(even if trades are picked up by Exploration).
I'm going nuts here people - any feedback appreciated.

BTW I also have questions about Forex conversions to base currency but 
Marcin has promised a KB article soon. :-)

Regards, GRANT

*<code>*
if ( StrRight(  Name (), 3 ) == "JPY" ) {
    TickSize = 0.01;
    PointValue = 1000;
} else {
    TickSize = 0.0001;
    PointValue = 100000;
}
// FOREX settings
SetOption( "FuturesMode", True);                    // use margin 
deposit and point value in calculations
RoundLotSize = 1;                                    // whole contracts only
lotSize = 100000;                                    // full contract 
100,000 base currency
MarginDeposit = lotSize * 0.02;                    // margin 2% of 
position value
contracts = 1;                                        // contracts to 
acquire
SetPositionSize( contracts, spsShares );             // spsShares = size 
expressed in shares/contracts
*</code>*





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