Gamestudio Links
Zorro Links
Newest Posts
loading historical data 1st time
by AndrewAMD. 04/14/23 12:54
Trade at bar open
by juanex. 04/13/23 19:43
Bug in Highpass2 filter
by rki. 04/13/23 09:54
Adding Limit Orders For IB
by scatters. 04/11/23 16:16
FisherN
by rki. 04/11/23 08:38
AUM Magazine
Latest Screens
SHADOW (2014)
DEAD TASTE
Tactics of World War I
Hecknex World
Who's Online Now
3 registered members (AndrewAMD, juanex, Grant), 1,018 guests, and 8 spiders.
Key: Admin, Global Mod, Mod
Newest Members
rki, FranzIII, indonesiae, The_Judge, storrealba
18919 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
TradeMAE Only valid when the trade is open. Why? #446534
10/20/14 14:43
10/20/14 14:43
Joined: Sep 2013
Posts: 504
California
G
GPEngine Offline OP
User
GPEngine  Offline OP
User
G

Joined: Sep 2013
Posts: 504
California
TradeMAE
Maximum adverse excursion, the maximum price movement in adverse direction of the trade. Only valid when the trade is open.
http://zorro-trader.com/manual/en/trade.htm

Why is it only valid when the trade is open? It's not obvious to me.

Re: TradeMAE Only valid when the trade is open. Why? [Re: GPEngine] #446535
10/20/14 14:49
10/20/14 14:49
Joined: Sep 2013
Posts: 504
California
G
GPEngine Offline OP
User
GPEngine  Offline OP
User
G

Joined: Sep 2013
Posts: 504
California
Also, what are the units of TradeMAE values?

In practice, I see very small values for closed trades in GBP/AUD
0.007787
0.000064
0.005661
What are the units of these values?

Re: TradeMAE Only valid when the trade is open. Why? [Re: GPEngine] #446537
10/20/14 17:10
10/20/14 17:10
Joined: Jul 2000
Posts: 27,935
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,935
Frankfurt
The unit is asset price movement. But I don't know either why they are not valid anymore when the trade is closed - I'll check.

Re: TradeMAE Only valid when the trade is open. Why? [Re: jcl] #446538
10/20/14 17:14
10/20/14 17:14
Joined: Jul 2000
Posts: 27,935
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,935
Frankfurt
Ok, they remain valid in the current Zorro version, so you can read them even after the trade is closed. They lost their content in an old version because the variables were reused for other content.

Re: TradeMAE Only valid when the trade is open. Why? [Re: jcl] #446557
10/21/14 01:49
10/21/14 01:49
Joined: Sep 2013
Posts: 504
California
G
GPEngine Offline OP
User
GPEngine  Offline OP
User
G

Joined: Sep 2013
Posts: 504
California
Great. Thanks!

Re: TradeMAE Only valid when the trade is open. Why? [Re: GPEngine] #446559
10/21/14 02:15
10/21/14 02:15
Joined: Sep 2013
Posts: 504
California
G
GPEngine Offline OP
User
GPEngine  Offline OP
User
G

Joined: Sep 2013
Posts: 504
California
How would I convert that into units of the account currency? so it has the same sense as TradeProfit

Re: TradeMAE Only valid when the trade is open. Why? [Re: GPEngine] #446568
10/21/14 10:41
10/21/14 10:41
Joined: Jul 2000
Posts: 27,935
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,935
Frankfurt
With the "TradeUnits" variable.


Moderated by  Petra 

Gamestudio download | chip programmers | Zorro platform | shop | Data Protection Policy

oP group Germany GmbH | Birkenstr. 25-27 | 63549 Ronneburg / Germany | info (at) opgroup.de

Powered by UBB.threads™ PHP Forum Software 7.7.1