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Re: [amibroker] Re: Backtesting for Oanda



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Thanks for answer.

I try to use your setup, but I still have a problem.

There is a my result.

Trade list
Ticker Trade Entry Exit % change Profit Shares Pos. value Cum. profit
# bars Profit/bar MAE/MFE Scale In/Out
AUDUSD Long (profit) 2008-05-29 10:21:00 0.9605 2008-05-29 10:23:00
0.9607 0.02% -0.02 -140.74% 1 0.01 -0.02 3 -0.01 -0.05% 0.02% 0/0
AUDUSD Long (profit) 2008-05-29 10:35:00 0.9592 2008-05-29 10:36:00
0.95941 0.02% -0.02 -69.59% 2 0.03 -0.04 2 -0.01 -0.05% 0.02% 0/0
AUDUSD Long (max loss) 2008-05-29 15:04:00 0.9594 2008-05-29 15:06:00
0.9592 -0.02% -0.02 -72.50% 2 0.03 -0.06 3 -0.01 -0.05% 0.04% 0/0
....

Probably I have somwhere set something wrong.
Any suggestion ?

PR



2009/1/7 Aron <aron.groups@xxxxxxxxx>:
> A little correction:
>
> /* Backtester Settings*/
> SetOption("initialequity", 1000);
> SetOption("FuturesMode" ,True);
> SetOption("ActivateStopsImmediately",0);
> SetOption("PriceBoundChecking", 0);
>
> /*Contract Specifications*/
> ContractSize = 1;
> Leverage = 50;
> PointValue = ContractSize;
> MarginDeposit = C * ContractSize / Leverage;
>
> ________________________________
> ________________________________
> Aron wrote:
>
> Piotr Rysak wrote:
>
> Thanks for response.
>
> I use your setup, but profits are still in .000x USD
> I use this setup in
>
> Backtetser setting:
> Initial equity: 1000
> Future mode: checked
> Account margin: 100
>
> Contract specification for audusd is:
> RoundLotSize: 1
> MarginDeposit: 0
> Tick Size: 0.00001
> PointValue: 0.0001
>
> I don't use tick data from Oanda but from metatrader.
>
> Could you help me with proper setting?
>
> Regards,
>
> Piotr Rysak
>
>
> /* Backtester Settings*/
> SetOption("FuturesMode" ,True);
> SetOption("ActivateStopsImmediately",1);
> SetOption("PriceBoundChecking", 1);
>
> /*Contract Specifications*/
> MarginDeposit = C;
> PointValue = 1;
>
> /*Trade Entry*/
> Buy = Cross( RSI(), 30 );
> Short = Cross( 70, RSI() );
> BuyPrice = ShortPrice = C;
>
> /*Trade Exit*/
> Sell= Cover=0;
> ApplyStop(stopTypeLoss,stopModePoint,20*TickSize,1);
> ApplyStop(stopTypeProfit,stopModePoint,20* TickSize,1);
>
> // Trade Size:  10000 units
> SetPositionSize( 10000, spsShares );
>
>
>

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