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IntraBar fluctuation #475998
01/16/19 21:33
01/16/19 21:33
Joined: Sep 2018
Posts: 29
K
kerplunk1899 Offline OP
Newbie
kerplunk1899  Offline OP
Newbie
K

Joined: Sep 2018
Posts: 29
Hi all,

can you please help me to understand what happens here?





I'm talking about the Long trade (lost) that you can see in the image.
The bar where it is present it's a single bar of 1 minute.
The asset is EUR/USD.

Two things do not seem right to me:
1) the Trade was opened by an Entry Stop order where the Entry variable was equal to 1.06901, but the trade seems to be actually entered below (precisely at 1.06592)
2) the Stop variable was equal to 40*PIP, but as you can see the trade seem to have lost much more (almost 100 pips).


My supposition is that this trade is somehow "simulated" with the worst scenario, as there are not enough information about how the price actually moved.
But if it is like this, then why do I lose more then 50pips?



I've read this from the manual... can you explain me if this is my case?

"Dependent on price data resolution, intrabar entries and exits are based on an simulated price curve inside the bar or the tick. Intrabar fill and exit prices are therefore normally different to the entry/exit limits and to the close price, even when no slippage is simulated. In the simulated curve, Stop is always triggered earlier inside the bar than TakeProfit. This leads to a pessimistic result when Stop and Takeprofit are triggered within the same bar. Use TICKS mode for better precision, especially when the trade profit depends on intrabar entry and exit limits."





Thanks so much!!!

Re: IntraBar fluctuation [Re: kerplunk1899] #476018
01/18/19 07:31
01/18/19 07:31
Joined: Jul 2000
Posts: 27,982
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,982
Frankfurt
By default Zorro simulates realistic trading. Trades are not filled at the entry/stop price that you set, but at the price that you'll most likely get.

You can modify this behavior with the Fill and Slippage variables. Read about them in the manual. And always use the TICKS flag for intrabar trading.



Moderated by  Petra 

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