Announcement

Collapse
No announcement yet.

Forex backtesting question

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

  • Forex backtesting question

    I'm just full of questions today!

    What value would I change in the Strategy Analyser to accuratley reflect the spreads on the currencies I trade? My backtesting results are just too good to be true

    I searched and found 1 thread that discussed it (or someone mentioned that they did it) but instructions were not given. Thanks!

  • #2
    techinvest
    In the Strategy Analyzer click the Settings icon and in the Financial tab insert the appropriate $ amount in the Point Value field. If for example you were back testing the e-mini S&P500 contract the Point Value would be 50
    Alex

    Comment


    • #3
      Gotcha, this is what I have:

      $10 point value (EUR/USD 100K account)
      $30 commission per trade (3 pip spread)

      Now, for the Initial Capital field, if I put $100,000 with $0 margin per contract, will that yield the same results as $1000 with 100:1 leverage? If not, how would you define that in the Strategy Analyser? $1000 Initial Capital and $100 margin per contract?

      Originally posted by Alexis C. Montenegro
      techinvest
      In the Strategy Analyzer click the Settings icon and in the Financial tab insert the appropriate $ amount in the Point Value field. If for example you were back testing the e-mini S&P500 contract the Point Value would be 50
      Alex
      Last edited by techinvest; 11-28-2005, 02:44 AM.

      Comment


      • #4
        techinvest
        I don't trade Forex so I am not positive about this but I think that $10 is the minimum tick value (pip) and not the Point Value. You may want to check with your broker or with someone who trades Forex as to the values you need to enter in the Point Value and/or other fields.
        Alex

        Comment

        Working...
        X