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Margin=0 vs. Virtual Hedging Bug?
#465572
05/04/17 01:53
05/04/17 01:53
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Joined: Jun 2013
Posts: 1,609
DdlV
OP
Serious User
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OP
Serious User
Joined: Jun 2013
Posts: 1,609
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Hi jcl.
I updated to 1.54 over this past weekend. The manual said trades could not be resumed, so per the manual I have 1.50 still running Z12 with Margin=0 to close out the old trades.
Per the VPS vendor, I also updated Windows which required stopping 1.50 for the reboot.
1.50 had 2 virtual long, 1 virtual short, and 2 real long USD/JPY trades that were resumed when I restarted it.
One of the virtual longs was stopped, causing both the real longs to be closed. This left 1 virtual long and 1 virtual short of exactly the same size, netting to no real trade.
Now the virtual short has been stopped, leaving the virtual long. In response, Zorro has entered a real long, despite Margin=0!
Shouldn't the logic be to see that Margin=0 and instead close the virtual long?
Thanks.
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Re: Margin=0 vs. Virtual Hedging Bug?
[Re: jcl]
#465692
05/09/17 21:04
05/09/17 21:04
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Joined: Jun 2013
Posts: 1,609
DdlV
OP
Serious User
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OP
Serious User
Joined: Jun 2013
Posts: 1,609
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Hi jcl. I agree it's time to move on since we seem to be talking past each other. To wrap up: I agree that Virtual Hedging seems to be correctly keeping Real Trades in sync with Virtual trades. I also agree that Margin is not interfering with Virtual Hedging. (To me, this is the same as my earlier statement that VH has priority over Margin.) I understand that Margin sets the trade volume. The question is: Which trade volume? Real or Virtual? Per the above presidence, Virtual only. Which allows VH to open new Real trades as needed, even when Margin=0. My suggestion is that it should be different. Margin should be respected at the Real level as well as Virtual. If Margin=0, the user doesn't want new trades opened, period. Thanks.
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Re: Margin=0 vs. Virtual Hedging Bug?
[Re: DdlV]
#465713
05/10/17 13:36
05/10/17 13:36
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Joined: Jul 2000
Posts: 27,986 Frankfurt
jcl
Chief Engineer
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Chief Engineer
Joined: Jul 2000
Posts: 27,986
Frankfurt
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Ok, my last attempt to explain the matter:
When you let a system terminate, you set Margin to 0, but continue already open trades. The purpose of continuing them is not giving up potential profit that would otherwise be made by the system. This means of course that pool trades still can open and close all the time, in order to match the virtual positions. If you just look into your log and compare the virtual and real positions, you'll probably see that exactly that happens.
If you do not want this, you must close the virtual trades. It is as simple as that. Preventing the opening of pool trades, but keeping virtual trades open, makes no sense.
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