Um, you should probably have replied with my original post inline cos' I don't
know which code
you're referring too exactly. But guessing, I'd say:
(a) you're confusing account margin with margin deposit. Some stock brokers
offer account margin but
most fx brokers don't (that I've seen..). 100 = no account margin. Leverage
rate as I've used it
refers to position margin. 50 = 2% margin requirement.
(b) I #include my backtest code at the top of any system I am testing.
(c) don't know if they're appropriate for IB but it's pretty flexible so should
be easily tweaked.
GRANT
ozzyapeman wrote:
> Grant,
>
> That's quite a chunk of code! Thanks. I was just about to post some
> Forex backtesting questions exactly on this subject and lo and behold...
>
> It will take me some time to decipher your code, but a few basic
> questions in the interim:
>
> *(a) *
> You use SetOption("AccountMargin", 100) but then set up a leverage
> paramater: leverage = Param("Leverage rate", 50, 1, 100, 1); Don't these
> lines contradict one another? A leverage rate of 50, for example, means
> the Account Margin is 2.
>
> *(b)*
> Does your entire chunk of code go above a trading system? Or do I insert
> my trading system just before your BarCount loop?
>
> *(c)*
> The broker I'm setting up with is IB. Are the default values in your
> code appropriate for IB?
>
>
>
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