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Hi,
I had started a lengthy thread about this last week. After some confusion, finally figured out the settings with help from Tomasz and others. Anyway, for your purposes the following should work. Note that I use slippage of 2 pips, but that may be conservative, and will make otherwise good high-frequency trading systems appear to be losers. If you are trading longer term, then that slippage is fine, and might not even be relevant. You can certainly play with the values and compare to some real-life trades to figure out if:
(a) slippage is significant to your system and
(b) where to set it vis a vis what you see in the real word with your broker
As mentioned, I like to be conservative and put more slippage into my backtests than what I typically see in real trading
//------------------------------------------------------------------------
// BackTester Settings
//------------------------------------------------------------------------
tradeDelay = 0;
maxContractsPerPair = 1;
maxPairsTraded = 1; // Increase to the size of the watchlist when trading a watchlist
SlippagePips = 2;
SetBarsRequired(10000, 0);
SetOption("AllowPositionShrinking", False);
SetOption("AllowSameBarExit", True);
SetOption("FuturesMode", 1);
SetOption("InitialEquity", 1000);
SetOption("InterestRate",0);
SetOption("MaxOpenPositions", maxContractsPerPair * maxPairsTraded);
SetOption("MinPosValue", 0);
SetOption("MinShares", 100000);
SetOption("PriceBoundChecking", True );
SetOption("ReverseSignalForcesExit", False);
SetOption("UsePrevBarEquityForPosSizing", False );
SetTradeDelays(0, 0, 0, 0);
SetPositionSize( 100000, spsShares );
MarginDeposit = -1.0;
// In AmiBroker, make sure that Symbol Information is properly set up for each pair,
// esp. currency field. e.g. EUR.USD should be set to USD
// Also, under AmiBroker main menu, make sure, for each pair,
// to set Tools --> Preferences --> Currencies
Slippage = TickSize * SlippagePips;
Profit = TickSize * ProfitPips;
Stop = TickSize * StopPips;
// In real-world trading there may be slippage of 1-2 pips.
BuyPrice = Close + Slippage;
ShortPrice = Close - Slippage;
SellPrice = Close - Slippage;
CoverPrice = Close + Slippage;
--- In amibroker@xxxxxxxxxxxxxxx, "gabriel_id@xxx" <finance@xxx> wrote:
>
> hi there,
>
> can anyone help me a bit with some settings for forex using mini lots
> on EURUSD ?
>
> for example, i want to start with 1000$ in my account with a leverage
> 100:1.. and with 1$ value of pip.. what settings in AFL i should use ?
>
> best regards,
> GV
>
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