Posted By: boatman
Assets.dta and AssetsFix.dta - 06/13/14 11:31
Hello everyone
Just wondering if someone can clarify the difference between Assets.dta and AssetsFix.dta?
My reading of the manual suggests that both files contain the asset parameters used in backtesting (spread, rollover etc). AssetsFix.dta is unchanging, while Assets.dta is updated with every connection to the broker.
My questions are:
1. Why do we need both files?
2. How are they used differently?
3. Which one is used in backtesting?
4. Should we regularly update Assets.Fix to reflect the current asset parameters?
Everyone's help so far is very much appreciated. I've learned a lot since I joined this forum!
Cheers
Just wondering if someone can clarify the difference between Assets.dta and AssetsFix.dta?
My reading of the manual suggests that both files contain the asset parameters used in backtesting (spread, rollover etc). AssetsFix.dta is unchanging, while Assets.dta is updated with every connection to the broker.
My questions are:
1. Why do we need both files?
2. How are they used differently?
3. Which one is used in backtesting?
4. Should we regularly update Assets.Fix to reflect the current asset parameters?
Everyone's help so far is very much appreciated. I've learned a lot since I joined this forum!
Cheers