I'm testing the Z12 strategy on an FXCM demo account. Some parameters are confusing me. As shown in the log, it displays: EUR/USD MarginCost 36->3.5 However, in log\Assets.csv and History\AssetsFXCM.csv, the MarginCost for EUR/USD is -3.33, which doesn't match the above display. What is the reason for this discrepancy?
The message means that your account does not match your asset list. The margin costs are automatically corrected, but the back tests are wrong. The indicated values are real margin costs. What you need to adapt are the leverages.
Based on my understanding of the documentation, the log\Assets.csvparameter is retrieved from the live broker API, and it should match the value shown in the run log, which is -3.5 instead of -3.33. Is my understanding incorrect? The manual says: Any live trading session generates a special asset list named Assets.csv in the Log folder. This list is updated with the actual parameters of all assets used in the trading script.
Maybe you're confusing margin percentage with fixed margin cost? Both determine your margin, but they are not the same. The values returned in Assets.csv are margin cost.
