Hello,


I've noticed that the z6+, both in backtesting and live trading (I'm with Oanda UK, real), trades extremely small number of lots (like 5, for a Capital slider set at 1000), which seems very odd, especially if compared to Z12+ and Z7 (which I'm also trading).

Below the warnings I get in the log

Z6.31: X PH H5 B0 V1 SF0.0
Algo Std_2 (AUD/USD, 60M)
Algo P30_10 (USD/CAD, 60M)
Algo WFO8_18 (EUR/JPY, 60M)
Algo Phantom10_19 (EUR/JPY, 60M)
Warning 054: AUD/USD LotAmount 1000 -> 1.0
Warning 054: AUD/USD PIPCost 0.08561 -> 0.00007395
Load AUD/USD prices.. 599 h, gap 25 h
Read Z6+.par
Read Z6+.fac
Warning 054: USD/CAD LotAmount 1000 -> 1.0
Warning 054: USD/CAD PIPCost 0.06252 -> 0.00005333
Load USD/CAD prices.. 599 h, gap 25 h
Warning 054: EUR/JPY LotAmount 1000 -> 1.0
Warning 054: EUR/JPY PIPCost 0.05810 -> 0.00004818
Load EUR/JPY prices.. 599 h, gap 25 h
V 3.112 on Sat 26-09-12 22:55:55 (Zorro S Subscription)
LookBack set to 300 bars

Can somebody please shed some light on this behaviour?

Thanks.

LoT

Further observations, following additional tests:

1) The fact that I obtained the same behaviour both in backtesting and live is due to the fact that I indicated an updated Oanda asset list in the z.ini, making the strategy ignore the Assetsz6.csv (in which PIPCost and Multiplier are obviously not consistent to the Oanda asset list).
2) It looks like PIPCost and LotAmount would need a correction if trading Z6+ on Oanda (API), which I understand would not be possible unless changing the Z6+ source code (SET_PATCHing or similar), right?
3) I believe that applying a 1000x factor to Capital could represent a workaround at this stage.

You can edit your assetlist "AssetsOanda". Or you can make your own assetList and change the parameteres (like assetlist) in the Strategy\z.ini with the script editor.
The .ini file is read at start of the strategy. If you want to trade different Z strategies with different parameters, save Z.ini under the name of the strategy, f.i. Strategy\Z6.ini.

What you say is correct but, in my understanding, this will not change the behaviour observed during live trading.

Z6+ indeed assumes a regular lot lize of 1000 contracts. Therefore the small positions on Oanda accounts with a single contract lot size. We will change that in the next update so that these accounts are also supported.