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Setting Margin to Zero - impact on phantom trades & F factor #430198
09/25/13 13:18
09/25/13 13:18
Joined: May 2013
Posts: 245
S
swingtraderkk Offline OP
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swingtraderkk  Offline OP
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Joined: May 2013
Posts: 245
What effect does setting margin to zero have?

I know that new trades will not be taken, so for example if you are off on your holidays, you can set it to zero before you go, knowing that open trades will be managed and no new trades will be taken. A useful feature for the paranoid, or those who think everyone should stop trading in August and December.

but,

1) what happens to new phantom trades when margin is zero?
Are they not taken also?

2) Are the skipped trades due to margin being too low taken as phantom trades? Would this be worth implementing?

3) Would a period when margin is set to zero influence factor F? Margin = (slider x optf x F) and ensure that on resumption of normal margin all trades are taken?

Re: Setting Margin to Zero - impact on phantom trades & F factor [Re: swingtraderkk] #430199
09/25/13 13:23
09/25/13 13:23
Joined: Jul 2000
Posts: 27,986
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jcl Offline

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jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,986
Frankfurt
Phantom trades are not entered when margin is zero or when trades are skipped. Otherwise the equity curve from phantom trades would be different to the real equity curve, which would negatively affect equity curve trading.

The factor F is unaffected when margin is set to 0.

Re: Setting Margin to Zero - impact on phantom trades & F factor [Re: jcl] #430209
09/25/13 16:19
09/25/13 16:19
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swingtraderkk Offline OP
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swingtraderkk  Offline OP
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Is there not an argument for an option to take phantom trades when setting margin to zero? I think I would like the option for the equity curve to be maintained with phantom trades while I was away for weeks with margin = 0.

Re: Setting Margin to Zero - impact on phantom trades & F factor [Re: swingtraderkk] #430247
09/26/13 07:58
09/26/13 07:58
Joined: Jul 2000
Posts: 27,986
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

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Joined: Jul 2000
Posts: 27,986
Frankfurt
Yes, that could make sense. But then you'd need a second Margin slider for setting up the margin for the phantom trades. Maybe a button for temporarily suspending real trades would a better solution. I'll put that on our idea list.

Re: Setting Margin to Zero - impact on phantom trades & F factor [Re: jcl] #430260
09/26/13 10:08
09/26/13 10:08
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swingtraderkk Offline OP
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swingtraderkk  Offline OP
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Thanks jcl.

Have you analysed the performance of different algos during periods of low liquidity and more unpredictable than usual trading such as Aug and December (at least the last 2 weeks in December). I suspect I might want to stop zorro taking both real and phantom trades during those periods, if the algos perform as poorly in those periods as I seem to.

Re: Setting Margin to Zero - impact on phantom trades & F factor [Re: jcl] #430263
09/26/13 10:25
09/26/13 10:25
Joined: May 2013
Posts: 245
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swingtraderkk Offline OP
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swingtraderkk  Offline OP
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Joined: May 2013
Posts: 245
Thanks jcl.

Have you analysed the performance of different algos during periods of low liquidity and more unpredictable than usual trading such as Aug and December (at least the last 2 weeks in December). I suspect I might want to stop zorro taking both real and phantom trades during those periods, if the algos perform as poorly in those periods as I seem to.


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