|
PureBytes Links
Trading Reference Links
|
Doh. Last line in second example should be:
MarginDeposit = 200; // 100:1 leverage.
--- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" <zoopfree@xxx> wrote:
>
> Sorry for the confusion. Hopefully this will be more comprehensive. If
> you scroll through these two posts, you should get a solid
> understanding:
>
> This first one starts off with another question, but later in the thread
> Tomasz answers about Forex settings:
>
> http://finance.groups.yahoo.com/group/amibroker/message/134138
>
> and then again in a more direct post:
>
> http://finance.groups.yahoo.com/group/AmiBroker-at/message/4107
>
> Here is a summary, based on my understanding, but you should really go
> through the above two posts:
>
>
>
> For Interactive Brokers forex : use this in Futures Mode, and make sure
> that Symbol Information: Currency is set to USD for EUR.USD and to JPY
> for USD.JPY:
>
>
>
> SetBarsRequired(10000, 0);
> SetOption("AllowPositionShrinking", False);
> SetOption("AllowSameBarExit", True);
> SetOption("FuturesMode", 1);
> SetOption("InitialEquity", 1000);
> SetOption("InterestRate",0);
> SetOption("MaxOpenPositions", 1);
> SetOption("MinPosValue", 0);
> SetOption("MinShares", 20000);
> SetOption("PriceBoundChecking", True );
> SetOption("ReverseSignalForcesExit", False);
> SetOption("UsePrevBarEquityForPosSizing", False );
> SetTradeDelays(0, 0, 0, 0);
>
> SetPositionSize( 20000, spsShares ); // min lot at Interactive Brokers
> MarginDeposit = -1.0; // 100: 1 leverage, 1%
>
>
>
> Note that for some reason, we cannot set commissions in AFL with the
> above, and still have it work properly.
>
> Therefore, simply set commissions in AA settings table, under Settings.
> Note that IB leverage is actually 2.5%, so the above margin of 1% will
> not be an accurate backtest
>
>
> For brokers other than IB, these settings, or some variation thereof
> should work:
>
>
>
> SetBarsRequired(10000, 0);
> SetOption("AllowPositionShrinking", False);
> SetOption("AllowSameBarExit", True);
> SetOption("CommissionAmount", 2.50);
> SetOption("CommissionMode", 3);
> SetOption("FuturesMode", 1);
> SetOption("InitialEquity", 1000);
> SetOption("InterestRate",0);
> SetOption("MaxOpenPositions", 1);
> SetOption("MinPosValue", 0);
> SetOption("MinShares", 1);
> SetOption("PriceBoundChecking", True );
> SetOption("ReverseSignalForcesExit", False);
> SetOption("UsePrevBarEquityForPosSizing", False );
> SetTradeDelays(0, 0, 0, 0);
> SetPositionSize(1, spsShares);
> TickSize = 0.0001; // The minimum price move of symbol for Forex
> PointValue = 20000; // Each mini lot is 20,000
> RoundLotSize = 1;
> MarginDeposit = 1; // 100:1 leverage.
>
>
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "gabriel_id@" finance@ wrote:
> >
> > ok.. thx for reply.. but was not much help.. because i told, i
> > already know that page.. and also i know that little tutorial (AB
> > Backtester Basics).. from both sources i took that options.. from my
> > previous message..
> >
> > My question was how can i set for 10K lots size.. instead 100K lots
> > size...
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" zoopfree@ wrote:
> > >
> > > It's all answered here:
> > >
> > > http://www.amibroker.com/kb/2006/08/09/amibroker-for-forex/
> > >
> > > and there is no setoption for slippage.
> > >
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "gabriel_id@" <finance@> wrote:
> > > >
> > > > Hi there,
> > > >
> > > > Until now.. from what i understood.. for forex this settings
> will
> > > > work.. on 100.000 lot with 10$ point value and with 100% margin,
> > > > initial capital 1000$.. and of course the spread of 2 pips in this
> > > > example..
> > > >
> > > > SetOption("InitialEquity", 1000);
> > > > SetOption("FuturesMode",1);
> > > > RoundLotSize = 1;
> > > > MarginDeposit = 100;
> > > > TickSize = 0.0001;
> > > > PointValue = 100000;
> > > > Spread = 2;
> > > > SetOption("CommissionMode",3);
> > > > SetOption("CommissionAmount", 0.5 * Spread * TickSize *
> PointValue);
> > > >
> > > > How can i apply the 10K lot size.. not the 100K .. only by
> decrease
> > > > PointValue to 10000 ?
> > > >
> > > > And also the slippage.. there is no option like the commission !?
> > > >
> > > >
> > > > Thank you,
> > > > GV
> > > >
> > >
> >
>
__._,_.___
**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
*********************
TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
*********************
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
*********************************
![]()
__,_._,___
|