Thanks for answer. I try to use your setup, but I still have a problem.
There is a my result. Trade list Ticker Trade Entry Exit % change Profit Shares Pos. value Cum. profit # bars Profit/bar MAE/MFE Scale In/Out AUDUSD Long (profit) 2008-05-29 10:21:00 0.9605 2008-05-29 10:23:00 0.9607 0.02% -0.02 -140.74% 1 0.01 -0.02 3 -0.01 -0.05% 0.02% 0/0 AUDUSD Long (profit) 2008-05-29 10:35:00 0.9592 2008-05-29 10:36:00 0.95941 0.02% -0.02 -69.59% 2 0.03 -0.04 2 -0.01 -0.05% 0.02% 0/0 AUDUSD Long (max loss) 2008-05-29 15:04:00 0.9594 2008-05-29 15:06:00 0.9592 -0.02% -0.02 -72.50% 2 0.03 -0.06 3 -0.01 -0.05% 0.04% 0/0 .... Probably I have somwhere set something wrong. Any suggestion ? PR 2009/1/7 Aron <[email protected]>: > A little correction: > > /* Backtester Settings*/ > SetOption("initialequity", 1000); > SetOption("FuturesMode" ,True); > SetOption("ActivateStopsImmediately",0); > SetOption("PriceBoundChecking", 0); > > /*Contract Specifications*/ > ContractSize = 1; > Leverage = 50; > PointValue = ContractSize; > MarginDeposit = C * ContractSize / Leverage; > > ________________________________ > ________________________________ > Aron wrote: > > Piotr Rysak wrote: > > Thanks for response. > > I use your setup, but profits are still in .000x USD > I use this setup in > > Backtetser setting: > Initial equity: 1000 > Future mode: checked > Account margin: 100 > > Contract specification for audusd is: > RoundLotSize: 1 > MarginDeposit: 0 > Tick Size: 0.00001 > PointValue: 0.0001 > > I don't use tick data from Oanda but from metatrader. > > Could you help me with proper setting? > > Regards, > > Piotr Rysak > > > /* Backtester Settings*/ > SetOption("FuturesMode" ,True); > SetOption("ActivateStopsImmediately",1); > SetOption("PriceBoundChecking", 1); > > /*Contract Specifications*/ > MarginDeposit = C; > PointValue = 1; > > /*Trade Entry*/ > Buy = Cross( RSI(), 30 ); > Short = Cross( 70, RSI() ); > BuyPrice = ShortPrice = C; > > /*Trade Exit*/ > Sell= Cover=0; > ApplyStop(stopTypeLoss,stopModePoint,20*TickSize,1); > ApplyStop(stopTypeProfit,stopModePoint,20* TickSize,1); > > // Trade Size: 10000 units > SetPositionSize( 10000, spsShares ); > > >
