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forex backtesting problems

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  • forex backtesting problems

    How does one get the back testing program to calculate the proper value per PIP in the forex spot markets?, as some of the markets do not trade at a 1 to 1 ratio with the USD.

    Also is it possible to set the lot number for minis? ie .1,.2 .3 etc up through a full lot which represents 1 lot? I am attempting to tranfer some strategies from TS which use an equity % to determine position size.

    Thanks for any help

  • #2
    My solution..

    I've handled this by entering 100000 into the LOT SITE of the backtesting window. Other solutions would be for you to enter the values into the EFS code itself.

    You want to enter a value that equates the DOLLAR AMOUNT per PIP for each pair. So, it is a simple matter of finding the proper multiplier for each pair.

    B
    Brad Matheny
    eSignal Solution Provider since 2000

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