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MT4 Backtester cross pairs issue

  • Post #1
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  • First Post: Edited 9:42pm Jul 11, 2010 10:51am | Edited 9:42pm
  •  aidans
  • | Joined Dec 2007 | Status: Member | 30 Posts
When we use MT4 to backtest AUDJPY pair, I have some difficulty to interpret the P/L of the colosed position:

From 2001.1.1 to 2009.12.1, I use 1% position size, the sl/tp is in AUDJPY pips, which means I can win or lose 1,000,000JPY


In this period, USDJPY is in 130 to 90 range, the same size of 1,000,000JPY shoud equal to different amount of USD. But backtest statement show another story(which is about the same amount of USD, 11,000USD)


Here is my Math: at 2001, 1M JPY equant to 1,000,000/130 USD, and in 2009, it should be 1,000,000/90 USD


Is this a feature or BUG? any work around to this issue?


I attached a sample backtest statement.
Attached File(s)
File Type: zip statement.zip   63 KB | 193 downloads
  • Post #2
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  • Last Post: Jul 12, 2010 4:34am Jul 12, 2010 4:34am
  •  Scientist
  • | Joined Mar 2007 | Status: Programmer/Software Engineer | 531 Posts
I have a feeling that MT4 uses the current value since it has no functionality to get values from other pairs. It is a bug indeed, or rather a limitation...

MT5 should have this resolved.
 
 
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