Hello,
I need a little help - I'm attempting to use the ConsoleOptimizer64 with cross currency pairs, but cannot seem to get the Optimizer results to match Marketscope - they're not nearly identical.
For example, my account currency is USD. I would like to backtest a strategy for GBP/JPY.
I assume I need to pick "Price Source" as one of USD/JPY or GBP/USD (not sure which), set my account currency to "USD", use the Second Instrument Price source as GBP/JPY and select "Run strategy at" -> "Use Second Instrument".
Is this correct, or do I have these parameters mixed up?
What is the proper way, for a USD account, to choose the first instrument? Should it be USD/JPY (where USD is the contract currency) or GBP/USD (where GBP is the contract currency for both the first and the second instrument?)
Any help will be appreciated, I'm a bit stuck and can't get these results to match Marketscope.
I'm happy to share the strategy, the optimization project, and any other files/data as needed.
Thanks in advance!
rrrix