Re: [amibroker] Forex Backtesting Settings For non-USD denominated

["Tomasz Janeczko" <groups@xxxxxxxxxxxxx>]

Hello,

PointValue in AmiBroker is equivalent to Tradestation's BigPointValue.
It means that it is the value of 1-unit move. So Point Value for EURUSD would be 100000.
This is so because pip (0.0001 of unit) is worth $10.
This is what you will gain if price moved 10000 pips.

For non-US symbols like for example EURPLN it is also 100000.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "Grant Noble" <gruntus@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, July 08, 2007 10:09 AM
Subject: Re: [amibroker] Forex Backtesting Settings For non-USD denominated


> Most pairs have Ticksize = 0.0001. JPY is the only major to use 0.01 (some minors do too).
> Pairs typically trade in lots of 100000 of CCY1 (eg. for EURJPY it would be E100000)
> MarginDeposit is frequently 1% or 2% of lot size but this varies from broker to broker. Often it is 
> further reduced if stops are used.
> Pointvalue as it is used in AB was always a mystery to me given that the value of one pip of price 
> movement is typically a multiple of CCY2 (eg. for AUDUSD it would be US$10; for EURJPY it would be 
> JPY1000). Hope this helps. G
> 
> evan_rhee wrote:
>> What're the margin deposit and point value for say, USDJPY, and EURJPY?
>> I know for USD-denominated, it's 1000/100000 with 1 and 0.0001 for lot
>> and tick. But for JPY tick size is 0.01, so I'm just wondering how the
>> other two adjust.
>> 
>> I've read the other article btw.
>> 
>> 
>> 
>> Please note that this group is for discussion between users only.
>> 
>> To get support from AmiBroker please send an e-mail directly to 
>> SUPPORT {at} amibroker.com
>> 
>> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
>> http://www.amibroker.com/devlog/
>> 
>> For other support material please check also:
>> http://www.amibroker.com/support.html
>>  
>> Yahoo! Groups Links
>> 
>> 
>> 
>> 
>> 
> 
> 
> 
> Please note that this group is for discussion between users only.
> 
> To get support from AmiBroker please send an e-mail directly to 
> SUPPORT {at} amibroker.com
> 
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
> 
> For other support material please check also:
> http://www.amibroker.com/support.html
> 
> Yahoo! Groups Links
> 
> 
> 
> 
>


Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to 
SUPPORT {at} amibroker.com

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html
 
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