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Trading Reference Links
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There is a specific checkbox for futures trading. Check that in
AA->Settings. Then right-click on your futures symbols and choose
Information. In there, at the bottom, you will find 4 boxes to fill out
that handle all necessary futures info. Don't forget to set trade delays
to 1 (you certainly will be trading at next bar open). You can do this
in code:
SetTradeDelays(1,1,1,1);
BuyPrice = SellPrice = ShortPrice = CoverPrice = O;
There are other things you can/should set in code too. Check SetOptions
in the HELP section.
--
Terry
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
Behalf Of wes_zoltran2
Sent: Monday, October 02, 2006 18:52
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Needs some help backtesting a 5min futures system
Hi All
I'm trying to backtest a daytrading system that trades on the eminis
such as YM, ER2, and the EUR, GBP currency futures.
It uses a 5 minute period.
I've read thru the doc and boards here a few times, but as still stuck
on a couple points.
I want to backtest this system, and limit it to just one contract at a
time per security.
so ..
1) How do I specify the margin required? I've been using 20%, but I'm
not sure this is the right way to do it.
2) How do I limit the backtester to just one contract? I don't want
it buying all it can, up to available margin.
3)Any other tips or refererences/links would be appreciated
Thanks
Wes
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