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Thanks Tomasz,
Curreny setting in the symbol information window is OK.
The settings in the Tools->Preferences->Currencies windos are also OK.
When we change the currency, the currency of the margin deposit also changes. That is the problem.
In forex accounts all of the margins are (Say) 1000 USD.
Hence, in the current situation it becomes 1000 CHF. (Small Problem, average in last years is around 1.4)
If the pair is USDJPY, it becomes 1000 JPY. (Greater problem average in last years is around 110)
As a result, almost all of the results become insignificant, starting with exposure, total profit/loss calculations.
Please note that, unit profit-loss calculation is correct. Infact everything else seem to be correct.
I understand the need for setting the margindeposit currency to the active currency to make trade in different markets.
One temporary solution can be making an approach by adjusting the position size accordingly But the real, exact solution can only be achieved by defining a seperate currency setting for the margin deposit.
I am waiting for your comments.
Best regards,
Ilhan
2008/6/27, Tomasz Janeczko <groups@xxxxxxxxxxxxx>:
Hello,
You need to define CURRENCY (symbol->information) for that pair to match the deposit currency.
You also need to setup currency tables in Tools->Preferences->Currencies
----- Original Message -----
Sent: Thursday, June 26, 2008 4:24 PM
Subject: [amibroker] Portfolio backtest in forex
Hello,
While the currency for the margin deposit is not USD, how can we perform a correct portfolio backtest in XXXYYY where YYY is not USD such as EURCHF?
Thanks in advance.
Ilhan
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