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PureBytes Links
Trading Reference Links
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Preferences > Currencies:
Dynamic Rate (FX Sybmol) -> enter symbol if it exists in the same
database and has quotes
otherwise use Fixed Rate and modify exchange rate manually.
On 12/26/2009 8:50 AM, Potato Soup wrote:
I tried using BuyPrice/SellPrice/ShortPrice/CoverPrice but the
problem is it won't take values that fall outside the range of the Low
and High for a bar. I can't think of any other way to trick it, any
ideas?
From:
Potato Soup <potatosoupz@xxxxxxxxx>
To:
amibroker@xxxxxxxxxxxxxxx
Sent: Sat, December
26, 2009 1:27:54 AM
Subject: [amibroker]
Does anyone do FX backtesting?
How
do you handle pairs quoted against the dollar, such as USDCAD? To the
backtester it will look like the symbol costs 1.0579, when in fact it
costs .94520. Is there a way to fix this automatically, or do you test
for this in the script by looking at the pair? And if the latter, how
do you retrieve the price so that you can invert it?
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