Hi jcl (& others),

On a morning bar today, my Z12 entered a virtual ES EUR/USD short 2. However, the real NET was a short 14. There was no prior ES trade active. How could this be?

I initially thought it might have to do with Equity Curve Trading since for the last few days there were other virtual EUR/USD trades active for other algos and no NET trades active (the last NET was closed Thursday), but the manual says Equity Curve Trading is by asset AND algo.

So, I don't understand how 2 virtual ES became 14 real NET?

Thanks.

No, it has nothing to do with equity curve trading. But check all other open virtual trades. When NET trades were either externally closed, or could not be opened due to some market issue, there can be a discrepancy between virtual and real trades. This discrepancy is equalized when the next trade is opened or closed.

Thanks jcl.

Unrelated, while looking closer, I came across this:



Since the TMF message refers to the virtual trade, shouldn't the "S" be lower case? I couldn't quickly find a TMF exit of a Long to see if it was also upper case...

To the subject at hand, going into 11-03 virtual and real trades were in agreement at 2 Long. Then came these:



Another aside: There appears to be a bug in the virtual trade Buy messages since they seem to always say 1...

At this point virtual & real are out of sync - virtual is at 12 Short; real is at 0.

Then comes:



So, with Tuesday's NET trade virtual & real are back in sync at Short 14.

But why 3 (trading) days later? Did the timeout error on Thursday prevent the other NET trades that would have normally occurred on that day?

And why doesn't re-synchronization occur earlier (f.i. at the next bar)? Why does it (apparently) wait until a new virtual trade is triggered?

Thanks.

Because you normally want a system to trade only when it expects profit. You don't want an unprofitable entry just for synchronizing.

The messages are different because some are from Zorro and some from the script.

Thanks jcl.

Please bear with me as I try to understand better.

I normally want a system to trade when it expects profit AND to minimize loss - is this not correct?

Shouldn't on Thursday a real Short 12 been entered? This would have been consistent with other days when multiple NET trades happen so real is in sync with virtual. It seems to me the error on the NET closing of the Long prevented this Short being entered...

Put another way, if virtual decided to go Short (6 on Thursday), how is it that real overrides and doesn't Short? I don't see anything like that in description of Virtual Hedging...

Thanks.

P.S. - Since both Z12 script and Zorro messages come from the Zorro team, shouldn't they be consistent?