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And in the IB example, forgot to specify that:
PointValue = 1;
--- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" <zoopfree@xxx> wrote:
>
> Doh. Last line in second example should be:
>
> MarginDeposit = 200; // 100:1 leverage.
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" zoopfree@ 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
> > > > >
> > > >
> > >
> >
>
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