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PureBytes Links
Trading Reference Links
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And of course in your AA settings set:
Ticksize: 0.0001
Round Lot Size: 1
Search in the files section of this group. There is an excellent Word
doc, AB Backtester Basics.doc that contains comprehensive info on
setting up for Forex.
--- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" <zoopfree@xxx> wrote:
>
> 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@" <finance@> 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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