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thank you so much!
--- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" <zoopfree@xxx> wrote:
>
> 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
> <http://f1.grp.yahoofs.com/v1/APsjSpswzOVyzIt4Iz6c4eK_shhjOQhkX0EmGBxigv\
> 88E_t4jZv69a_BP2Cayo91LsgZVQb3mp_YkTbdi7awUKizNKtJ5Uak/AB%20Backtester%2\
> 0Basics.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@> 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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