Equity displaying incorrectly again on FXCM

Equity displaying incorrectly again on FXCM - 12/12/13 12:35

Hi,

Zorro 1.20.1 demo on FXCM spreadbetting account running z12.

Zorro is currently displaying an incorrect equity value, similarly to the previous issue.

Was fine for a few days since upgrading, only noticed this today.

Posted By: Anonymous

Re: Equity displaying incorrectly again on FXCM - 12/12/13 13:10

I can confirm this issue on my Z1 demo. About 35 euro mismatch between Zorro & TS2 equity. Only a few euros difference on other strategies.

Posted By: swingtraderkk

Re: Equity displaying incorrectly again on FXCM - 12/16/13 12:51

Hi jcl,

Any news on this?

Same account also has a string of can't close on US30 below:

Code:

Weekend at 13.12. 20:00.....................................................................................................................................................................................................................................................................................................................
Weekend ends at 15.12. 23:00

[Mon 16.12. 00:10]  51187 +515 -186 //\\
[EUR/USD:EA:L0252] Trail 5@1.3654 Stop 1.3580 at 00:12
[US30:CY:L6678] Estimated risk: 93
BrokerSell US30: 31941 ms
[US30:HU:L6565] Can't close 2@15679 at 03:08
BrokerSell US30: 31616 ms
[US30:HU:L6565] Can't close 2@15680 at 03:09
BrokerSell US30: 31693 ms
[US30:HU:L6565] Can't close 2@15697 at 03:10
BrokerSell US30: 32033 ms
[US30:HU:L6565] Can't close 2@15703 at 03:12
BrokerSell US30: 31869 ms
[US30:HU:L6565] Can't close 2@15690 at 03:15
BrokerSell US30: 31978 ms
[US30:HU:L6565] Can't close 2@15689 at 03:19
BrokerSell US30: 31667 ms
[US30:HU:L6565] Can't close 2@15696 at 03:24
BrokerSell US30: 31605 ms
[US30:HU:L6565] Can't close 2@15691 at 03:30
BrokerSell US30: 32168 ms
[US30:HU:L6565] Can't close 2@15696 at 03:37
BrokerSell US30: 31370 ms
[US30:HU:L6565] Can't close 2@15695 at 03:45
BrokerSell US30: 31370 ms
[US30:HU:L6565] Can't close 2@15688 at 03:54
BrokerSell US30: 31385 ms
[US30:HU:L6565] Can't close 2@15689 at 04:04

[Mon 16.12. 04:10]  51050 +515 -323 //\\
[EUR/USD:EA:L0252] Trail 5@1.3654 Stop 1.3581 at 04:12
BrokerSell US30: 31323 ms
[US30:HU:L6565] Can't close 2@15689 at 04:15
BrokerSell US30: 31277 ms
[US30:HU:L6565] Can't close 2@15694 at 04:27
BrokerSell US30: 31387 ms
[US30:HU:L6565] Can't close 2@15696 at 04:40
BrokerSell US30: 31291 ms
[US30:HU:L6565] Can't close 2@15696 at 04:54
BrokerSell US30: 31371 ms
[US30:HU:L6565] Can't close 2@15698 at 05:09
BrokerSell US30: 31323 ms
[US30:HU:L6565] Can't close 2@15694 at 05:25
BrokerSell US30: 31308 ms
[US30:HU:L6565] Can't close 2@15695 at 05:42
BrokerSell US30: 31368 ms
[US30:HU:L6565] Can't close 2@15690 at 06:00
BrokerSell US30: 31385 ms
[US30:HU:L6565] Can't close 2@15707 at 06:19
BrokerSell US30: 31370 ms
[US30:HU:L6565] Can't close 2@15701 at 06:39
BrokerSell US30: 31415 ms
[US30:HU:L6565] Can't close 2@15710 at 07:00
BrokerSell US30: 31429 ms
[US30:HU:L6565] Can't close 2@15704 at 07:22
BrokerSell US30: 31368 ms
[US30:HU:L6565] Can't close 2@15722 at 07:45
BrokerSell US30: 31339 ms
[US30:HU:L6565] Can't close 2@15730 at 08:09

[Mon 16.12. 08:10]  51120 +515 -252 //\\
[EUR/USD:EA:L0252] Trail 5@1.3654 Stop 1.3582 at 08:12
BrokerSell US30: 31448 ms
[US30:HU:L6565] Can't close 2@15736 at 08:34
BrokerSell US30: 31292 ms
[US30:HU:L6565] Can't close 2@15750 at 09:00
BrokerSell US30: 31385 ms
[US30:HU:L6565] Can't close 2@15770 at 09:27
BrokerSell US30: 31308 ms
[US30:HU:L6565] Can't close 2@15769 at 09:55
BrokerSell US30: 31308 ms
[US30:HU:L6565] Can't close 2@15815 at 10:24
BrokerSell US30: 31399 ms
[US30:HU:L6565] Can't close 2@15819 at 10:54
BrokerSell US30: 31357 ms
[US30:HU:L6565] Can't close 2@15822 at 11:24
[US30:CY:L6678] Estimated risk: 53
BrokerSell US30: 31463 ms
[US30:HU:L6565] Can't close 2@15826 at 11:54

[Mon 16.12. 12:10]  51334 +515 -37 ///\
[EUR/USD:EA:L0252] Trail 5@1.3654 Stop 1.3584 at 12:12
BrokerSell US30: 36191 ms
[US30:HU:L6565] Can't close 2@15834 at 12:24
[EUR/USD:EA:L0252] +42$ s1.3584 c1.3794 e1.3654
[US30:HU:L6565] -159$ s15681 c15833 e15959
[AUD/USD:LP:S6778] +47$ s0.9112 c0.8936 e0.9067
[US30:CY:L6678] +34$ s15464 c15833 e15774

Currently displaying:

Zorro - equity: 51337 open trades: -35
Metatrader - equity: 51445 open trades: 72

Posted By: jcl

Re: Equity displaying incorrectly again on FXCM - 12/16/13 13:29

I can confirm the equity problem. It is better than with the previous FXCM API version, but still not fully solved. The BrokerPatch workaround is still implemented, so you can use it.

As to the US30 trade, can you check if it is still open in the FXCM trade list, and if so, if you can close it manually?

Posted By: swingtraderkk

Re: Equity displaying incorrectly again on FXCM - 12/16/13 14:52

Yes it was still open and I closed it manually.

Zorro picked up that I'd closed it immediately.

The can't close was worrying. Do you know what happened? Are there steps I can take to prevent future similar issues? This could have concerning if the can't close led to an adverse movement of 250 pips instead of the positive movement I experienced.

Posted By: swingtraderkk

Re: Equity displaying incorrectly again on FXCM - 12/16/13 14:53

Posted By: jcl

Re: Equity displaying incorrectly again on FXCM - 12/16/13 15:05

No, but we have to look into it. As there is no broker error message, Zorro should be able to close the trade through the API. I'll inquire under which circumstances a trade does not close without broker error.

Posted By: jcl

Re: Equity displaying incorrectly again on FXCM - 12/16/13 16:28

Do you have a demo spreadbetting account for testing? We're interested if US30 can generally not be closed or just this particular trade. You can use the "TradeTest" script for a quick test.

Posted By: swingtraderkk

Re: Equity displaying incorrectly again on FXCM - 12/16/13 16:49

I have 2 long term z12 demos on spreadbetting accounts, one with FXCM and the other with Alpari using the MT4 bridge.

I tried the "trade test" script and it opened and closed a sell.

Code:

TradeTest compiling................
Login FXCM............ at UTC 16.12. 16:42
Loading US30 prices.. 300 min

Trade: TradeTest US30 16.12.2013
[299: Mon 16.12. 16:42]  15897.00
[299: Mon 16.12. 16:43]  15897.00
[US30::S5292] Short 1@15900 Risk 1 p

[Mon 16.12. 16:44]  51441 +0 -0 \
[US30::S5292] Cover 1@15899: -0.18 at 16:44

DO I need to run it until I get a buy?

This test was run on the desktop, the test system was on the VPS, but I didn't think that would matter.

Posted By: jcl

Re: Equity displaying incorrectly again on FXCM - 12/16/13 16:56

I also think that it does not matter. When you look into your Z12 log file with the FXCM spreadbetting account, have other US30 trades been closed? Or was this the only one so far?

Have you any particular Z.ini settings on that Z12 system?

Posted By: swingtraderkk

Re: Equity displaying incorrectly again on FXCM - 12/16/13 18:54

z.ini:

Code:

NFA = 0
FXOnly = 0
MMax = 100
Phantom = 0
Comma = 0
Mute = 0
Weekend = 2
Verbose = 14
BrokerPatch = 0
Preload = 0

Previous US30 trades:

Code:

Name	Type	Asset	ID	Lots	Open	Close	Entry	Exit	Profit	Rollover	ExitType
ES	Long	US30	20177477	1	27.06.13 12:10	27.06.13 20:10	15008	15005	-1.97	-0.88	Exit
EA	Long	US30	20177479	2	27.06.13 12:10	27.06.13 20:10	15008	15005	-3.93	-1.75	Exit
ES	Long	US30	20224057	1	28.06.13 00:10	28.06.13 16:10	15033	14900	-87.48	-1.92	Exit
HP	Long	US30	20431815	1	03.07.13 12:10	04.07.13 20:10	15013	15101	58.43	-1.79	Exit
EA	Long	US30	21488691	2	30.07.13 20:13	31.07.13 16:13	15537	15493	-58.05	0	Stop
HU	Long	US30	21850434	1	08.08.13 00:15	15.08.13 12:15	15536	15150	-248.43	6.38	Stop
HP	Long	US30	24260166	1	30.09.13 16:15	02.10.13 22:19	15139	15086	-32.66	2.4	Exit
HU	Long	US30	29046565	2	06.12.13 16:12	16.12.13 14:45	15959	15926	-4.05	-0.66	Closed

Posted By: jcl

Re: Equity displaying incorrectly again on FXCM - 12/17/13 08:45

Hmm, this looks fine, at least I see nothing unusual. Can you contact support (at) opgroup.de? They could make a special Zorro version for you, with a more detailed diagnostics in case that the same problem happens again.

Posted By: swingtraderkk

Re: Equity displaying incorrectly again on FXCM - 12/17/13 10:38

Thanks jcl, will do.

Posted By: DdlV

Re: Equity displaying incorrectly again on FXCM - 01/30/14 22:38

Hi jcl.

Is there any update on the Equity fix?

Also, if we went off the BrokerPatch and want to go back on it, does that require stopping Zorro and restarting for it to read the ini?

Thanks.

Posted By: DdlV

Re: Equity displaying incorrectly again on FXCM - 02/07/14 22:32

Hi jcl,

Another weekend opportunity... Does a change in BrokerPatch require stopping and restarting Zorro?

Is it worth it? I.e., fixing the annoying bad equity value vs. the impact stopping & restarting will have on trading?

Thanks.

Posted By: jcl

Re: Equity displaying incorrectly again on FXCM - 02/08/14 13:36

.ini parameters are read at start, not during the trading, so you need to start the script again after modifications to the .ini file.

If it's worth it is up to you; no one I know uses the BrokerPatch workaround, as the displayed equity value has no effect on trading.

Posted By: DdlV

Re: Equity displaying incorrectly again on FXCM - 02/09/14 19:06

Thanks jcl.

It's not really worth it to me since from other threads stopping the script <Stop, Yes or No, Yes> impacts the script's performance, even if immediately restarted, correct?

"at start" means clicking Trade, yes? <Stop, Yes or No, No> does not read the .ini, correct? No .ini message is posted so I assume .ini isn't being read...

Thanks.

Posted By: jcl

Re: Equity displaying incorrectly again on FXCM - 02/10/14 07:34

Yes, it means clicking Trade.

One of the next Zorro versions will store the trade statistics and equity curve parameters when interrupted. It will then be possible to continue equity curve trading with the previous curve after restart.

Posted By: DdlV

Re: Equity displaying incorrectly again on FXCM - 02/10/14 08:41

Thanks jcl.

Will this only work if Stop is clicked, or will it be updating the stats & parms continuously to survive a crash as well?

Thanks.

Posted By: DdlV

Re: Equity displaying incorrectly again on FXCM - 09/23/14 00:24

Hi jcl. Did FXCM ever respond re. the equity bug? FYI, in case it helps, from casual observations over the months it seems to be related mainly (exclusively?) to CFDs...