Hi,
In Symbol | information | menu
You can set contract specification for each future.
I hope it helps you.
Best regards
Le 08/09/2010 21:26, pipadder a écrit :
Hi,
After a lengthy period of evaluation I recently purchased Amibroker. I
am very happy with its performance, but of course there are a number
of things I don't know how to do yet, so I thought I'd start by asking
the one that is nagging me the most at the moment.
I am using Amibroker for backtesting mechanical systems in the forex
market, and this means that I have to operate and backtest using
currencies different from the base (account) currency (which for me is
USD). Fortunately, the multiple currency support makes this very easy.
For example, when backtesting a system with USDJPY I just need to
specify "JPY" in the currency field of the corresponding
Symbol-->Information window. Later Amibroker uses the multicurrency
support to translate the results to my account currency and that is that.
The problem I am finding is that Amibroker does not seem to do the
same (currency conversion) with the commissions of the transaction: it
only lets you specify this amount in the base currency (USD), and not
in the quote currency (second currency) of the pair.
To give you an example, if I am working with GBPUSD and I know the
spread of the pair is 3 pips (and since this equates to 30 USD per
full lot) I just need to include a commision of 15$ per share (so, 30$
roundtrip) and the results are perfectly accurate. Unfortunately, when
working with USDJPY a commision of 3 pips means 3000 JPY, but of
course the value of this commision in dollars is going to depend on
the exchange rate. Since I have not found a way to specify the
commisions in the quote currency (JPY), I am getting inaccurate
results for them. I can try to get get approximate results (with the
exchange rate not far from 100 then 3000 JPY are not far from 30 USD,
so I use just that as fixed commision), but not being able to obtain
accurate ones is bothering me a lot. More so since the errors compound
themselves when evaluating system performance through the years.
Does anybody know how to do this properly? Is there a workaround??
Thanks in advance!!
