How to do backtest in AUD (Margin currency calculation)

General discussion about the Tickstory Lite software package.

Re: How to do backtest in AUD

Postby Sunnybeach » Wed Feb 10, 2016 8:08 am

3. Do your backtest in MT4 by deposit in AUD(or any other currency of your account).
003.JPG


You will get the right result!

Sunnybeach
Sunnybeach
 
Posts: 24
Joined: Sat Aug 29, 2015 12:48 am

Re: How to do backtest in AUD

Postby tickstory » Wed Feb 10, 2016 11:44 am

Hi Sunnybeach,

Thanks for your helpful post! I'm sure it will assist others. I'll update the title to include "margin currency".

Kind regards.
tickstory
 
Posts: 3681
Joined: Sun Jan 06, 2013 12:27 am

Re: How to do backtest in AUD (Margin currency calculation)

Postby Sunnybeach » Thu Feb 11, 2016 2:37 am

Hi,

I have also learned that the backtest which uses AUD deposit for EURCHF(Margin Currency in EUR) is based on current EURAUD rate.
It means we have 99% quality tick data but we can not get the 99% similar result by MT4 backtest in AUD(or USD..). The only way to get the 99% result is deposit in EUR.
It also dangerous that we use AUD(or USD..) in live account by the setting that we get from the backtest today. If EURAUD change to 1.2 or 2(At this moment is 1.5878), what will happen?

Anyway, we get the right DD when the worst situation (EURCHF) happens again at the current EURAUD. (deposit in AUD). So, I am still happy with tickstory.

You can compare the result by AccountCurrency(), AccountMargin(), AccountFreeMarginMode(), AccountFreeMarginCheck(), SYMBOL_CURRENCY_MARGIN.

Sunnybeach
Sunnybeach
 
Posts: 24
Joined: Sat Aug 29, 2015 12:48 am

Re: How to do backtest in AUD (Margin currency calculation)

Postby Sunnybeach » Sat Aug 13, 2016 8:07 am

Hi,

How can do backtest for XAUUSD? There is no XAU select in margin when export to MT4.
MarginCurrency.JPG
Margin Currency


MarginCurrency.JPG
Margin Currency
Attachments
ExportMT4.JPG
Export to MT4
Sunnybeach
 
Posts: 24
Joined: Sat Aug 29, 2015 12:48 am

Re: How to do backtest in AUD (Margin currency calculation)

Postby tickstory » Sat Aug 13, 2016 9:36 am

Hi Sunnybeach,

Please use the method described here to correctly extract your broker settings for the symbol:

viewtopic.php?f=2&t=809

Thanks.
tickstory
 
Posts: 3681
Joined: Sun Jan 06, 2013 12:27 am

Re: How to do backtest in AUD (Margin currency calculation)

Postby Sunnybeach » Sat Aug 13, 2016 1:41 pm

OK, I correct some setting.

The base currency is my account currency. But I still want to talk about "Margin" or "Margin Currency".

Please read the thread from begining. If I choose "Margin Currency" as USD, at the leverage of 100, 1 lot XAUUSD take the margin USD1000.00 in backtest. In forward test, i1 lot XAUUSD took the margin of 1335.xx on Friday.

Something wrong?

004.JPG
Sunnybeach
 
Posts: 24
Joined: Sat Aug 29, 2015 12:48 am

Re: How to do backtest in AUD (Margin currency calculation)

Postby tickstory » Sat Aug 13, 2016 10:12 pm

Hi Sunnybeach,

Based on your previous posts, have you tried setting the margin currency to XAU? You can manually type this in when performing the export. Also, the above-mentioned method of generating your MT4 Settings should have correctly yielded the values that your broker is giving. Was it USD or XAU?

Thanks.
tickstory
 
Posts: 3681
Joined: Sun Jan 06, 2013 12:27 am

Re: How to do backtest in AUD (Margin currency calculation)

Postby Sunnybeach » Sun Aug 14, 2016 6:07 am

IPO, This is the most important issue that has not been noticed by Tickstory. It will give a wrong free margin!
I would like you to check this by yourself!

Before export to MT4, You can check symbol properties and find the margin currency.

006.JPG

005.JPG
Sunnybeach
 
Posts: 24
Joined: Sat Aug 29, 2015 12:48 am

Re: How to do backtest in AUD (Margin currency calculation)

Postby Sunnybeach » Sun Aug 14, 2016 6:21 am

You also need to modify the export setting according to MT4 strategy tester symbol properties.
"Lot Size" has to be "Contract Size"
What are the "Profit Calculation Mode", "Margin calculate mode", "margin mait...", "Margin divider", "swap type". I do not find the explanation.
Please also modify the user manual.
Sunnybeach
 
Posts: 24
Joined: Sat Aug 29, 2015 12:48 am

Re: How to do backtest in AUD (Margin currency calculation)

Postby tickstory » Sun Aug 14, 2016 10:23 am

Hi Sunnybeach,

All the settings that you mention are acquired from following the steps in the above-mentioned method/thread. This is the definitive way of getting the broker parameters (some parameters unfortunately can't be detected by TickstoryExpertEA due to limitations in MQL). When you back-test without Tickstory, MT4 takes all the settings such as the symbol's margin currency and embeds them in the FXT file. Copying these parameters as described will therefore yield results as per a "normal" back-test. We don't typically document these parameters (aside from a few choice ones such as "commission") since the values are MT4-specific and their values are not intended to be changed once you have copied your broker settings.

We are looking into a more streamlined way of acquiring these settings.

Hope this helps.
tickstory
 
Posts: 3681
Joined: Sun Jan 06, 2013 12:27 am

PreviousNext

Return to General Discussion

Who is online

Users browsing this forum: Google [Bot] and 6 guests