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Hi,
if you don't do portfolio backtest, fixed rates are fine.
Y
--- In amibroker@xxxxxxxxxxxxxxx, "loveyourenemynow"
<loveyourenemynow@xxx> wrote:
>
> HI ,
>
> with IB the currency with most pairs is EUR (9), so for backtesting
it
> is convenient to use EUR as base currency and set for example:
>
> jpy eur.jpy-idealpro-cash Multiplier=1 Inv=Yes
>
> and so on for all other 8
>
> x eur.x-idealpro-cash Multiplier=1 Inv=Yes
>
>
> The problem is that the is there is no eur.nok on idealpro, but only
> usd.nok.
>
> So how to define it dynamically?(Fixed rate would be quite
inaccurate
> in these high volatility times...)
>
> Thanks
> Ly
>
> --- In amibroker@xxxxxxxxxxxxxxx, "loveyourenemynow"
> <loveyourenemynow@> wrote:
> >
> > Thanks,
> >
> > but I think aud.jpy currency is jpy not aud.
> >
> > I have all the Tools --> Preferences --> Currencies correct,
since it
> > works using margin account, but it simply not allow a full
controll of
> > the leverage.
> >
> > Ly
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" <zoopfree@> wrote:
> > >
> > > For your first question:
> > >
> > > In Tools --> Preferences --> Currencies
> > >
> > > Set base currency to USD
> > >
> > > and for currency JPY, set dynamic rate (FX Symbol) to USDJPY
> > >
> > > Then
> > >
> > > In Symbol --> Information for aud.jpy
> > >
> > > Set currency to aud.
> > >
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "loveyourenemynow"
> > > <loveyourenemynow@> wrote:
> > > >
> > > > Hello,
> > > >
> > > > I followed the instruction in the AB Knowledge base, but I it
> doesn't
> > > > seem to work if I trade pairs which don't contain the base
currency.
> > > > For example if I set USD as base, aud.jpy is not backtesting
> > correctly.
> > > > I set the currencies in the preferences,and in the symbol
> information
> > > >
> > > > Also I dont like to use lots, but I prefer to size the
position as a
> > > > percentage of the equity so I tried this (no futures mode):
> > > >
> > > > Lets say the margin are 0.5% I use the settings
> > > >
> > > > Mar=0.5;// corresponds to Npos=40;
> > > > NPos=30;
> > > > SetOption("AccountMargin",MArg);//(1+Nleva*stl/100)
> > > > SetPositionSize(100*Pos,spsPercentOfEquity );
> > > >
> > > > But the position size is never greater than the one
corresponding to
> > > > 5%(Npos=20)
> > > >
> > > > Anybody else using AB to backtest pairs like that?
> > > >
> > > > Thanks
> > > >
> > > > Ly
> > > >
> > >
> >
>
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