I run z12 on both a real and a demo acc. Each account trades on a different VPS.
FXCM is the broker.
I recently started both and noticed that the trades are way too small relative to what I had normally.
I checked the assets.csv file in the log golder and noticed that the margin cost is shown way to high. Interestingly the Demo acc shows higher Margin cost than the Real acc. I set the Broker patch to "0" in the z.ini file. Still the same.
How come the trade sizes are so low and does it have to do with the assets.csv list or the Brokerpatch setting? Z12 trades 5k and 7k tickets on a 50k demo acc with 25k capital slider. This seems very low given that with a 12k capital slidee setting, tickets used to be 10 times higher.
A side question on leverage. Recently, FXCM reduced my leverage on FX from 1:400 to 1:100. If I dowmload the AssetsFXCM list (via "Assetlist"), will it be updated accordingly with the new Margin requirements? And can I run a backtest and determine the required capital based off of that? In other words, will the backtest take into account the new lower leverage?
I think I got it (in parts), I have to admit that I have some knowledge gaps in this area. I keep reading about it, and while I'm doing this i can see why i never had problems with it. I always set a precision (like in R options(digits = 12)) and round to the accuracy i need, and i normally never do this if (double == double) without rounding.
Good question, I do not know if I can repeat the issue. There was one time where I was still connected, but every single GET_POSITION in my stock portfolio was returning 0 when there should have been positions. At least I think I was connected.
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I can at least tell that you should have your assets in a single asset list, not in 3 asset lists. There can be only one. You can add a Type column to the list for different types of assets when necessary.
Thanks Andrew. You are right, I was not intending to pass any argument to the TMF. Yes, I was wondering if I could specify trade entry parameters as well as make a call to my MyTMF in one single command.
In dieser Arbeit wird diese Technik für die Bestimmung eines potentiellen Kursverlaufes auf den Aktienmarkt angewandt. Zwar sind die identifzierten Wellen nicht-stationär, d.h. die Amplitude und Wellenlänge einer einzenen Schwingungskomponente verändern sich im Zeitverlauf, allerdings weichen die einzelnen Amplituden und Wellenlängen nicht zu stark vom zeitlichen Mittel ab. Damit ist eine Prognostizierbarkeit der Schwingungen gegeben; entweder als klassische Sinus-Schwingung oder als eine Schwingung mit Dämpfung/ Anregung, so dass die Schwingung wieder zu ihrer mittleren Amplitude und Wellenlänge überführt wird.
google translate: In this paper, this technique is used to determine a potential price action on the stock market. Although the identified waves are non-stationary, i. The amplitude and wavelength of a single vibration component change over time, but the individual amplitudes and wavelengths do not deviate too much from the time average. This gives a predictability of the vibrations; either as a classical sine oscillation or as a vibration with damping / excitation, so that the oscillation is converted back to its mean amplitude and wavelength.
Yes, that is very interesting. If too many parameters for the "Chinese compiler" is still an issue, I wonder if using MSVC with Zorro S could fix the problem? But yes, we need clarification from jcl or one of the Zorro engineers.
I could include data if it would help, but probably I should be making a support request if it comes to that.
So I set Verbose = 7 | DIAG as in the first suggestion, and there is something strange in the logs:
----- [480: Thu 93-09-30 15:40] 31.16/31.16\30.71/30.84 -0.0100 Going short... [43851610::S] Skipped (outside bars 481..543) Going long... [46069010::L] Skipped (outside bars 481..543) End of lookback period
[481: Fri 93-10-01 15:40] 30.84/31.03\30.77/30.90 -0.0100 Going short... [74763310::S] Skipped (outside bars 481..480) Going long... TRD: 64 MB allocated [23331110::L8101] Long firstname.lastname@example.org at 15:40:00 Com 0.0100 Mrg 15.13 Net 0 Units 1.0000 MTotal 0.00 MCost 15.1250 PCost 0.01000 Opn 481 -----
In the first bar after the lookback period, bar 481, we can see that the short position is skipped because it is outside the range 481..480. This looks like a bug in Zorro to me, but I'm just a newbie at Zorro.
Please review the log file below. There were two trades opened on EUR/USD recently. Both with Trailing stops and TrailLocks. For one trade, the trailing stop was set to 1.11305, (highlighted at bold below) and 10 mins later the stop was triggered and closed the trade at 1.11027. 1.11027 should not have triggered the stop and the price was nowhere near 1.11305 where the stop was.
Note, that I am running the same script with FXCM broker and this issue did not appear on that account.
[EUR/USD:CNTR:S5838] Short email@example.com Risk 253 tl at 05:00:00