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This topic comes up from time to time. Here are some resources for you:
In the files section of this group, read this doc: AB Backtester Basics.doc
For more detailed discussion on Forex backtester settings, read this thread:
http://finance.groups.yahoo.com/group/amibroker/message/134138
I also trade, and backtest Forex, and set most backtester options in AFL. these are the settings I have found useful at the top of my code, to mimic Interactive Broker's Forex trading:
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", 100000);
SetOption("InterestRate",0);
SetOption("MaxOpenPositions", 1);
SetOption("MinPosValue", 0);
SetOption("MinShares", 100000);
SetOption("PriceBoundChecking", True);
SetOption("ReverseSignalForcesExit", False);
SetOption("UsePrevBarEquityForPosSizing", False );
SetTradeDelays(0, 0, 0, 0);
SetPositionSize( 100000, spsShares );
MarginDeposit = -2.5;
PointValue = 1;
Note that for some reason, we cannot set commissions in AFL with the above, and still have it work properly:
SetOption("CommissionMode", 3);
SetOption("FuturesMode", 1);
Therefore, simply set commissions in AA settings table.
For brokers other than IB, these settings, or some variation thereof might work.
--- In amibroker@xxxxxxxxxxxxxxx, "bigitop" <doctormuniz@xxx> wrote:
>
> I've used this guide to set up AB for forex
> http://www.amibroker.com/kb/2006/08/09/amibroker-for-forex/
>
> I'm getting disparate results in the backtester results: wrong positions
> sizes, wrong profits, wrong number of contracts, etc...
>
> The backtester settings I have:
>
> 1. Initial equity: 5000
> 2. Forex Mode is on
> 3. Round Lot size: 1
> 4. Tick size: 0.0001
> 5. Account Margin: 4
>
> So in the results I'm getting for the first trade:
>
> 1. From entry price to exit price there's an 0.0008 (8 pips) difference
> 2. Position value: 125,000 (this is correct)
> 3. Contracts: 125 (this should be 1.25 as one lot is 100,000)
> 4. Profit: 10,000 (this should be $100, not 10,000)
>
> In the symbol settings:
>
> 1. round lot size = 1
> 2. tick size = 0.0001
> 3. margin deposit = 1,000
> 4. point value = 100,000
>
> Which of these settings am i not getting correct??
>
> thanks for your help.
>
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