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Not sure how big the "differences" are but beware that a position in
spotFX is not that same as a position in fwdFX.
A fwdFX position is sensitive to spot, 2 short term interest rates and
time to maturity. The differences can be huge especially in something
like AUDCHF or even GBPJPY.
This is one of the reasons some systematic CTA's still trade the IMM
rather than spot.
Hope this helps.
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larry , thx for the reply, i'm using CHF A0-FX,EUR A0-FX,GBP A0-FX..
in edit symbol window..the exchange is cforex
i'm using build 5.00.0822
i've tinkered with the point values, price scale,etc..and thought i was
on the right track..but i'm not sure.
(i found some settings on the elitetrader forum)
the reason i'm so unsure..is the strat does not perform no where close
to what i was seeing w/globex data
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