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There is a afl code
/* 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;
TickSize = 0.0001;
/*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 );
in symbol information grid:
Contract specification:
RoundLotSize: 1
MarginDeposit: 0
Tick Size: 0.0001
PointValue: 1
Which other setting are you need?
2009/1/8 Aron <aron.groups@xxxxxxxxx>:
> Piotr Rysak wrote:
>
> 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
>
>
>
> Post your code and settings
> make sure you have correct value for Ticksize
>
>
>
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