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Share your AssetsFix.dta #456578
11/29/15 17:12
11/29/15 17:12
Joined: Sep 2013
Posts: 504
California
G
GPEngine Offline OP
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GPEngine  Offline OP
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Joined: Sep 2013
Posts: 504
California
I started to update Zorro this weekend, and I forgot that updating Assets dta file should only happen on M, T, Th, or F. The Download script will not update most of the values in the lines of Assets.dta right now.

In general, I would like to compare my AssetsFix.csv to others. I am aiming to simulate US-based, FXCM's Standard Account. I would like remove all doubt from my backtests related to the simulated trading cost parameters in this config file.

Re: Share your AssetsFix.dta [Re: GPEngine] #458255
03/01/16 04:46
03/01/16 04:46
Joined: Sep 2013
Posts: 504
California
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GPEngine Offline OP
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GPEngine  Offline OP
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Joined: Sep 2013
Posts: 504
California
Does this look correct for a US FXCM account?
Code:
Name,Price,Spread,RollLong,RollShort,PIP,PIPCost,MarginCost,Leverage,LotAmount,Commission,Symbol
EUR/USD,1.08777,0.00004,-0.3300,0.1500,0.0001,0.10000,26.000,41.837,1000.0,0.80,

I got the number .80 for the Commission field based on http://www.fxcm.com/products/forex/forex-pricing/ . EUR/USD is in the first table, where it says a "Round Trip" for 1 trade with "10,000" lot size costs $0.80. Does this match anyone else's understanding?

Re: Share your AssetsFix.dta [Re: GPEngine] #458303
03/03/16 16:29
03/03/16 16:29
Joined: Sep 2013
Posts: 504
California
G
GPEngine Offline OP
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GPEngine  Offline OP
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Joined: Sep 2013
Posts: 504
California
Am I the only Zorro user trying to simulate a FXCM US account?

Re: Share your AssetsFix.dta [Re: GPEngine] #458309
03/03/16 21:17
03/03/16 21:17
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline
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Sphin  Offline
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Joined: Dec 2013
Posts: 568
Fuerth, DE
I can only serve a German FXCM account in EUR, but

Quote:
EUR/USD is in the first table, where it says a "Round Trip" for 1 trade with "10,000" lot size costs $0.80. Does this match anyone else's understanding?

Sure, in EUR it is 0.60 per round turn in the first table and 0.60 is in the default AssetsFix.csv.

Re: Share your AssetsFix.dta [Re: Sphin] #458310
03/03/16 21:42
03/03/16 21:42
Joined: Apr 2014
Posts: 482
Sydney, Australia
B
boatman Offline
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boatman  Offline
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Joined: Apr 2014
Posts: 482
Sydney, Australia
Aussie account for me GP.

Re: Share your AssetsFix.dta [Re: boatman] #458384
03/07/16 18:04
03/07/16 18:04
Joined: Feb 2015
Posts: 652
Milano, Italy
M
MatPed Offline
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MatPed  Offline
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Joined: Feb 2015
Posts: 652
Milano, Italy
my LMAX € assets.dta. Old Version. Ciao

Attached Files
Assets.txt (251 downloads)

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