[Bug?] When exporting SQX historical data in order to Backtesti in MT4, "Currency" is set as BaseCurrency rather than QuoteCurrency for Forex Pairs, Which is wrong if thats why it is used for
[Bug?] When exporting SQX historical data in order to Backtest in MT4, "Currency" is set as BaseCurrency rather than QuoteCurrency for Forex Pairs, Which is wrong if thats why it is used for,
However for CFDs and Fututres the BaseCurrency gives the same value as the MarginCurrency so it is ok.
My question is for what that "Currency" value needed?,
Because for this example bellow in the screenshot, the "Currency" value is GBP however the Tick value and overall P/L and Margin P/L are calculated in AUD and must be calculated by the value of the Quote currency for any Forex pair.
However for CFDs and Fututres the BaseCurrency gives the same value as the MarginCurrency so it is ok.
My question is for what that "Currency" value needed?,
Because for this example bellow in the screenshot, the "Currency" value is GBP however the Tick value and overall P/L and Margin P/L are calculated in AUD and must be calculated by the value of the Quote currency for any Forex pair.
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Votes +3
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Project StrategyQuant X
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Type Bug
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Status Fixed
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Priority Normal
History
k
k
TM
tmatejka.
07.03.2023 14:31
We also believe it should be rather set to the QuoteCurrency as it is with indices and commodities. It is not quite clear though even from the official docs https://docs.mql4.com/constants/environment_state/marketinfoconstants as there are multiple params SYMBOL_CURRENCY_BASE, SYMBOL_CURRENCY_PROFIT, SYMBOL_CURRENCY_MARGIN etc. We will be looking into this more
TM
PS
Petr Šomek
13.03.2023 12:58Status changed from New to Fixed
"Because for this example bellow in the screenshot, the "Currency" value is GBP however the Tick value and overall P/L and Margin P/L are calculated in AUD and must be calculated by the value of the Quote currency for any Forex pair."
this is fixed
E
k
Karish
22.03.2023 22:29
If you need any help i created a script for that, everything is accurate, i created this task in order to verify,
it seems that it is wrong, GBPAUD should be converted into AUD,
again check the script all the work is done there automatically,
for the other topic is non FX pairs, like CFDs and Futures,
they are calculated in SYMBOL_CURRENCY_MARGIN.
it seems that it is wrong, GBPAUD should be converted into AUD,
again check the script all the work is done there automatically,
for the other topic is non FX pairs, like CFDs and Futures,
they are calculated in SYMBOL_CURRENCY_MARGIN.
Votes: +3
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