[amibroker] How to setup AB for IB Forex trading with eSignal data?

["tiedemj" <home@xxxxxxxxxxxx>]

Hello

entered all currencies in "Preferences->Currencies" (using dynamic)

entered all base currencies in "Symbol->Information->Currency(field)" 
for all symbols

using the following values:

RoundLotSize = 1
MarginDeposit = -2; //due to IB margin requirement of 2%
TickSize = 0.0001; // 0.01 for JPY based pairs
PointValue = 1;

basecurrency is USD, and "Futures mode" is applied.

Everything goes fine for straight USD crosses. However, when using 
other crosses, it seems the entryFxRate/exitFxRate adjustment is 
applied only to the profit (in base currency) of the trade. 

However, as I understand entering a non USD cross in 
InteractiveBroker - say Buy 100K of EURCHF, what you are really doing 
is entering a long of 100K in EUR - and a short of whatever 100K EUR 
amounts to in CHF. (this seem verified in the "non base currency 
values" on the IB account overview). So when exiting a EURCHF trade, 
it would seem the profit should be adjusted by the ratio of 
entryFxRate/exitFxRate applied to the CHF portion of the trade. 

Of cause, my setup can be wrong, so that it just appears that the 
enry/exitFxRate's are applied to the EURCHF profit in the trade. Or 
I've misunderstood how the profit from nonbase currency pairs is 
calculated in IB, so the fxRate adjustment really should only be 
applied to the profit.

Anybody who can help by verifying the above assumption - and who can 
tell what the correct setup for AB, IB and eSignal is to make it work?

Regards

Jens Tiedemann



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