Hi,
I would like to set BigPointValue (BPV) within my strategy's code. Can someone please give me some assistance in writing the code that will set BPV such that all my performance stats are in dollars. Keep in mind that there are cross currency pairs such as GBPJPY.
Thanks
Adam
How to set BigPointValue within strategy code?
- Dave Masalov
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Re: How to set BigPointValue within strategy code?
Dear Adam,
Big point value cannot be set within the code. You should set BPV manually equal to the exchange rate of your base currency to dollar multiplied by the size of the lot, then all the values in the report will be displayed in dollars. Unfortunately, you cannot use real-time exchange rates at the moment.
Big point value cannot be set within the code. You should set BPV manually equal to the exchange rate of your base currency to dollar multiplied by the size of the lot, then all the values in the report will be displayed in dollars. Unfortunately, you cannot use real-time exchange rates at the moment.
Re: How to set BigPointValue within strategy code?
Dave,
Thanks for the reply. Being able to configure BPV dynamically is required in order to execute proper risk management/position sizing during back-testing. I am sure you have had this request before, but if not, may I suggest adding to MC the ability to either (1) set BPV from within code, or (2) have MC set BPV automatically by using FX data files and user selected reporting currency.
Keep up the good work.
Cheers,
Adam
Thanks for the reply. Being able to configure BPV dynamically is required in order to execute proper risk management/position sizing during back-testing. I am sure you have had this request before, but if not, may I suggest adding to MC the ability to either (1) set BPV from within code, or (2) have MC set BPV automatically by using FX data files and user selected reporting currency.
Keep up the good work.
Cheers,
Adam
- Dave Masalov
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Re: How to set BigPointValue within strategy code?
Dear Adam,
I have forwarded your suggestions to the developers. We will take them into consideration.
I have forwarded your suggestions to the developers. We will take them into consideration.
- JoshM
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Re: How to set BigPointValue within strategy code?
I was wondering if it's possible to set strategy parameters (such as initial capital and commissions) from within the strategy code. So far, this seems not possible. Can this be done?
Regards,
Josh
Regards,
Josh
- Stan Bokov
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Re: How to set BigPointValue within strategy code?
Dear Josh,I was wondering if it's possible to set strategy parameters (such as initial capital and commissions) from within the strategy code. So far, this seems not possible. Can this be done?
Regards,
Josh
No, these cannot be set from within the code. The keywords can access the values you set for these fields in the Strategy Properties.