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Asset List problems #473858
08/22/18 22:38
08/22/18 22:38
Joined: Feb 2015
Posts: 566
Milano, Italy
M
MatPed Online OP
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MatPed  Online OP
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M

Joined: Feb 2015
Posts: 566
Milano, Italy
Hi, I am having problem mapping some assets of my broker. Here is an example of the info gathered from the broker website (Darwinex)
Asset: US Natural Gas/USD (Spot)
Ticker: XNGUSD
Current spread: 0.01 points
Margin: 10.00%
Min. size (contracts): 0.10
Contract size: 10000 XNG
Tick Value (1 Contract): 10 USD
Swap Long* (1 Contract): -13.00 USD
Swap Short* (1 Contract): -4.00 USD
Roundtrip Commission (1 Contract): 0.005% trade value

When I run the the Download.c script with the MT5 bridge. I receive the following information in asset.csv file. (Commission have been manually added. Leverege have been fixed and Margin set to 0 as explained in the manual).

Name: NATGAS
Price: 2.93
Spread: 0.00
RollLong: -9.0000
RollShort: -8.0000
PIP: 0.01000
PIPCost: 8.756414
MarginCost: 0
Leverage: 10.000
LotAmount: 1000.00
Commission: 0.050
Symbol: XNGUSD

It seems that RollLong, RollCost and PIPCost are wrong and should be divided by 10 (Min. Size 0.1).
Am I correct?
Thank you in advance

Re: Asset List problems [Re: MatPed] #473879
08/24/18 08:01
08/24/18 08:01
Joined: Feb 2015
Posts: 566
Milano, Italy
M
MatPed Online OP
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MatPed  Online OP
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M

Joined: Feb 2015
Posts: 566
Milano, Italy
up

Re: Asset List problems [Re: MatPed] #473880
08/24/18 08:23
08/24/18 08:23
Joined: Jul 2000
Posts: 27,029
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,029
Frankfurt
If it's a MT5 demo account, can you contact Support with the login data? They'll look into the problem and will find the reason.

Re: Asset List problems [Re: jcl] #473881
08/24/18 08:58
08/24/18 08:58
Joined: Feb 2015
Posts: 566
Milano, Italy
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MatPed Online OP
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MatPed  Online OP
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M

Joined: Feb 2015
Posts: 566
Milano, Italy
It's a MT5 real account, but the same issue is with the demo. I will contact support. Thank you

Re: Asset List problems [Re: MatPed] #477016
05/02/19 12:38
05/02/19 12:38
Joined: Feb 2015
Posts: 566
Milano, Italy
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MatPed Online OP
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MatPed  Online OP
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Joined: Feb 2015
Posts: 566
Milano, Italy
The new 2.09 version gave me the opportunity to ressume this old post.
I have updated to version 2.09 and received some more messages maybe I will be able to define a correct asset file for that broker.

This are the warning received while starting:

Warning 054: NIKKEI225 MarginCost 115985 -> 893!.
Warning 054: GER30 MarginCost 605 -> 62!
Warning 054: GER30 PIPCost 0.1000 -> 0.001000!..
Warning 054: SILVER LotAmount 1.00 -> 50.
Warning 054: USCRUDE LotAmount 1.00 -> 10.0.
Warning 054: PALLADIUM LotAmount 1.00 -> 10.0.
Warning 054: PLATINUM LotAmount 1.00 -> 5.0.

This is the asset file for the corresponding assets:

Name,Price,Spread,RollLong,RollShort,PIP,PIPCost,MarginCost,Leverage,LotAmount,Commission,Symbol
NIKKEI225,23197.00,7.0000,-105.0000,-73.0000,1.00000,100.000000,0,20.000,1.00,0.553,J225
GER30,12101.30,0.70000,-0.6870,-0.5200,0.10000,0.100000,0,20.000,1.00,0.550,GDAXI
SILVER,14.19,0.0050000,-0.4714,-0.1714,0.01000,0.428570,0,10.000,1.00,-0.050,XAGUSD
USCRUDE,68.48,0.030000,-33.3000,-54.3000,0.01000,0.085714,0,10.000,1.00,-0.050,XTIUSD
PALLADIUM,988.30,4.7000,-1.0029,-2.7857,0.01000,0.085714,0,10.000,1.00,-0.050,XPDUSD
PLATINUM,805.30,0.60000,-0.2143,-0.0429,0.01000,0.042857,0,10.000,1.00,-0.050,XPTUSD




Any Idea how to fix it? Or at least the process to follow. I am struggling with this point.


Thank you

Re: Asset List problems [Re: MatPed] #477023
05/03/19 06:08
05/03/19 06:08
Joined: Jul 2000
Posts: 27,029
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,029
Frankfurt
Your asset list is largely different to your account. Check the correct asset parameters with your broker and enter them in the list. Otherwise the backtest is not representative for your account.

Re: Asset List problems [Re: jcl] #477029
05/03/19 21:15
05/03/19 21:15
Joined: Feb 2015
Posts: 566
Milano, Italy
M
MatPed Online OP
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MatPed  Online OP
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M

Joined: Feb 2015
Posts: 566
Milano, Italy
I understand this, but I do not know ho to fix this. Let's take Silver as an example. This are the parameter from the broker:

Ticker: XAGUSD
Asset: Silver/USD (Spot)
Current spread: 0.00 points
Margin: 10.00%
Min. size (contracts): 0.01
Contract size: 5000 XAG
Tick Value (1 Contract): 5 USD
Swap Long* (1 Contract):0.00 USD
Swap Short* (1 Contract): 0.00 USD
Roundtrip Commission (1 Contract): 0.005% trade value

How would you set up the value in the AssetFix file?

Thank you in advance

Last edited by MatPed; 05/03/19 21:15.
Re: Asset List problems [Re: MatPed] #477031
05/04/19 06:20
05/04/19 06:20
Joined: Jul 2000
Posts: 27,029
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,029
Frankfurt
That's leverage 10, margin cost 0, lot amount 50, commission -0.005, pip 0.05, spread check again, and pip cost 5 cents in your account currency.

You can also check log/assets.csv for silver. Often you can directly take over the parameters in that file.

Re: Asset List problems [Re: jcl] #477033
05/04/19 07:46
05/04/19 07:46
Joined: Feb 2015
Posts: 566
Milano, Italy
M
MatPed Online OP
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MatPed  Online OP
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M

Joined: Feb 2015
Posts: 566
Milano, Italy
ok, I will do that and come back if any problem arise. Thx

Re: Asset List problems [Re: MatPed] #477738
07/25/19 18:30
07/25/19 18:30
Joined: Mar 2019
Posts: 8
D
danatrader Offline
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danatrader  Offline
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Joined: Mar 2019
Posts: 8
Can someone please give another example for the assetlist based on this info?
Actually downloading history for stocks is not supported on my broker.

Which is strange to me since "TradeCosts" script works fine?

GOOGL Alphabet Inc. stocks CFD 0.01 2 70 -3 -6 200/mio 1:20


1 Pip Size 0.01
Size of 1 lot 100

Avg. spread (pips) 70
Broker revenue (pips) 43
Broker revenue per lot, USD 43

Swap short (%) -3
Swap long (%) -6

Commission 200/mio

Fixed leverage 1:20
Hedged margin 50%

Minimum contract size (lot) 0.01
Contract size minimum increment (lot) 0.01
Maximum contract size (lot) 20
Minimum price increment (tick size) 0.01

Term currency USD

Last edited by danatrader; 07/25/19 18:36.

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