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I can help with the session times, etc. Much of the balance depends on how
you are trading, e.g., cash, futures...
session times M-F 0:00 - 23:59 There are ticks on the weekend, but I would
ignore.
make sure that your exchange is correct in symbol dictionary. The SP4
universe got corrupted, make sure it is forex or cforex, otherwise your
times will be wrong.
Settlement 0:00
Dribble 0:00
Basically, the DBC daily H/L gets reset a couple of minutes after midnight
exchange time.
Price scale varies on the market. Most are 1/10000 except for yen based
which are 1/100.
Chris
----- Original Message -----
From: <leegoldberg@xxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Monday, July 17, 2000 5:51 AM
Subject: Forex (cash) Settings for TS2000i |||||||| Currency traders please
help |||||||
> Hi
>
> This is the issue that has been bothering me for months. I am trying to
> get the correct settings for the Forex spot or cash markets so that I can
> finally quantify and backtest some of the strategies that I have been
"eyeballing"
> via indicators.
>
> I posed this question to Omega (how naive of me) and to my data vendor
eSignal
> (funnier yet) and I have yet to receive an answer.
>
> The settings in question are:
> - Point Value
> - Price scale
> - Daily limit
> - Min. movement
> - Session Times
> - Margin (in strategy)
>
> Issues Followed:
> jpy,eur,chf,gbp,gbp/jpy,eur/jpy,eur/gbp,eur/cad,chf/jpy,nzd/jpy,aud/jpy,
> cad/jpy.
>
> While I know these settings by heart, inputing those in Global server and
> runnig a sample strategy did not return correct profit or loss. I suspect
> it has something to do with the margin extended to you by your broker,
although
> I am at a loss how to get past this hurdle.
>
> I would appreciate anyone on the list pointing me in the right direction.
> I would also love to hear from you guys trading currencies.
>
> Thanks
> Lee
>
> In essence, what i need is something similar to
http://www.cme.com/clearing/spex/csstockindex.htm
>
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