|
PureBytes Links
Trading Reference Links
|
Um, you should probably have replied with my original post inline cos' I don't know which code
you're referring too exactly. But guessing, I'd say:
(a) you're confusing account margin with margin deposit. Some stock brokers offer account margin but
most fx brokers don't (that I've seen..). 100 = no account margin. Leverage rate as I've used it
refers to position margin. 50 = 2% margin requirement.
(b) I #include my backtest code at the top of any system I am testing.
(c) don't know if they're appropriate for IB but it's pretty flexible so should be easily tweaked.
GRANT
ozzyapeman wrote:
> Grant,
>
> That's quite a chunk of code! Thanks. I was just about to post some
> Forex backtesting questions exactly on this subject and lo and behold...
>
> It will take me some time to decipher your code, but a few basic
> questions in the interim:
>
> *(a) *
> You use SetOption("AccountMargin", 100) but then set up a leverage
> paramater: leverage = Param("Leverage rate", 50, 1, 100, 1); Don't these
> lines contradict one another? A leverage rate of 50, for example, means
> the Account Margin is 2.
>
> *(b)*
> Does your entire chunk of code go above a trading system? Or do I insert
> my trading system just before your BarCount loop?
>
> *(c)*
> The broker I'm setting up with is IB. Are the default values in your
> code appropriate for IB?
>
>
>
> 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
>
------------------------------------
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|