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

[Grant Noble <gruntus@xxxxxxxxxxx>]

Thanks for that Tomasz. Could you please add this to the KB article for future reference ?
http://www.amibroker.com/kb/2006/08/09/amibroker-for-forex/

It still doesn't make much sense to me however. Could you direct me to the Tradestation docs?
Are you saying that PointValue = PipValue * 10,000 ? I'm sorry, I just don't get it..
If you were trading lots of 1,000 CCY1 what would PointValue be then?
Is PointValue just Lot size ?
Any clarification appreciated. GRANT

Tomasz Janeczko wrote:
> 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/
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>>> For other support material please check also:
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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 
>> 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
> 
> 
> 
> 
> 


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