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 [email protected], "bigitop" <doctormu...@...> 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. >
