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LotAmount and PipCost #474059
09/15/18 15:07
09/15/18 15:07
Joined: Feb 2018
Posts: 236
Italy
tradingest Offline OP
Member
tradingest  Offline OP
Member

Joined: Feb 2018
Posts: 236
Italy
Hi all,

in the AssetsFix file there are a setting for all assets inserted.
For istance:

EUR/USD we have a Lotamount = 1000 and Pipcost = 0.0871

If I want to increase a LotAmount = 10000 how can I do it?
I must modify the file AssetsFix or I can manage this on the script?

Can you help me to identify the best solution?

Thanks

Last edited by tradingest; 09/15/18 16:04.
Re: LotAmount and PipCost [Re: tradingest] #474085
09/18/18 16:58
09/18/18 16:58
Joined: Jul 2000
Posts: 27,978
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,978
Frankfurt
When you increase LotAmount, you must also increase PipCost and MarginCost by the same factor. Both are per lot.

Re: LotAmount and PipCost [Re: jcl] #474102
09/20/18 15:53
09/20/18 15:53
Joined: Feb 2018
Posts: 236
Italy
tradingest Offline OP
Member
tradingest  Offline OP
Member

Joined: Feb 2018
Posts: 236
Italy
Originally Posted By: jcl
When you increase LotAmount, you must also increase PipCost and MarginCost by the same factor. Both are per lot.


but I must increase PipCost and MarginCost within AssetFix?

Thanks

Re: LotAmount and PipCost [Re: tradingest] #474131
09/24/18 06:47
09/24/18 06:47
Joined: Jul 2000
Posts: 27,978
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,978
Frankfurt
Better use an own asset list and don't modify AssetsFix. Otherwise your modification will be lost when updating Zorro.

Re: LotAmount and PipCost [Re: jcl] #474174
09/26/18 13:17
09/26/18 13:17
Joined: Feb 2018
Posts: 236
Italy
tradingest Offline OP
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tradingest  Offline OP
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Joined: Feb 2018
Posts: 236
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Originally Posted By: jcl
Better use an own asset list and don't modify AssetsFix. Otherwise your modification will be lost when updating Zorro.


ok thanks for the suggestion.
But my request is different.

During the backtest the value pipCost is different from period to period and setting the value PipCost within assetfix this value is always costant for the all backtest period considered. Is it correct?

Is there a way to have the PipCost variable within the backtest range?
I'd like to have a PipCost based on real value fo the period considered

Thanks in advance

Re: LotAmount and PipCost [Re: tradingest] #474201
09/28/18 16:33
09/28/18 16:33
Joined: Feb 2018
Posts: 236
Italy
tradingest Offline OP
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tradingest  Offline OP
Member

Joined: Feb 2018
Posts: 236
Italy
Anybody can you help me to understand the correct value pipcost within backtest?

Re: LotAmount and PipCost [Re: tradingest] #474247
10/02/18 06:15
10/02/18 06:15
Joined: Jul 2000
Posts: 27,978
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,978
Frankfurt
Look in the manual under "Pipcost", there you can find an example code for producing variable pipcost. It is normally not recommended though, at least not for strategy backtests.

Re: LotAmount and PipCost [Re: jcl] #474419
10/13/18 18:03
10/13/18 18:03
Joined: Feb 2018
Posts: 236
Italy
tradingest Offline OP
Member
tradingest  Offline OP
Member

Joined: Feb 2018
Posts: 236
Italy
Originally Posted By: jcl
Look in the manual under "Pipcost", there you can find an example code for producing variable pipcost. It is normally not recommended though, at least not for strategy backtests.


Hi jcl,

you support is always top!
I following you advice and below my question:

We make an example with numbers to understand better.

AUD/USD
  • PIP = 0,0001
  • LotAmount = 1000
  • priceClose = 0,722020

The formula is
Code:
PIPCost = PIP*LotAmount/priceClose();


PIPCost = 0,0001*1000/0,722020 = 0,1385

This amount 0,1385 is AUD? If I have an account in EUR how can I make to convert the PIPCost calculated as shown above in €?

Thanks again


Moderated by  Petra 

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