I tried this and it did nothing. I tried mapping IQ's EURUSD.FXCM to EUR and same for USDCAD.FXCM to CAD, no changes in my results. Not sure how to get the backtester to pick up the fact that I've mapped those symbols to these rules.
________________________________ From: Aron <[email protected]> To: [email protected] Sent: Sat, December 26, 2009 3:14:36 AM Subject: Re: [amibroker] Does anyone do FX backtesting? 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 <[email protected]> >To: [email protected] >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? > > > > >
