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Oanda FIFO issue? #477991
08/22/19 14:23
08/22/19 14:23
Joined: Sep 2017
Posts: 5
Peeyotch Offline OP
Newbie
Peeyotch  Offline OP
Newbie

Joined: Sep 2017
Posts: 5
I just started running the Z12 system this week using the Oanda API DLL under Zorro S and discovered some rejected trades this morning. Unfortunately I was an idiot and neglected to save the Zorro log, but the Oanda transaction history shows what happened. See attached screenshot of my transaction log.

I'm running with NFA off per the Oanda broker plugin docs, Hedging=5, Phantom=1, FXOnly=1 (being an American)

When I logged into Oanda web trading, I got a notification about FIFO rules and changes that went into effect only a few days ago. The gist of it is that all trades on the same instrument that have take-profit or stop-loss orders must be of a unique size to comply with FIFO rules. You can see in my screenshot that Zorro violated that rule. (Oanda's FIFO support page) Did I not configure something properly, or is this an entirely new thing that Oanda has done to make everyone's life more difficult?

Attached Files
fifo.png (14 downloads)
Re: Oanda FIFO issue? [Re: Peeyotch] #477992
08/22/19 16:44
08/22/19 16:44
Joined: Jul 2000
Posts: 27,029
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,029
Frankfurt
The unique size is new to me. Since trades have normally no unique size, you must set the stop factor to zero for stepping around this rule.

Re: Oanda FIFO issue? [Re: Peeyotch] #478002
08/24/19 11:14
08/24/19 11:14
Joined: Nov 2016
Posts: 69
USA
J
jrath Offline
Junior Member
jrath  Offline
Junior Member
J

Joined: Nov 2016
Posts: 69
USA
I was curious if Zorro needs updating for this Oanda FIFO change too. I have not seen any errors. I attach a few details.

Attached Files
oanda.PNG (11 downloads)
Re: Oanda FIFO issue? [Re: Peeyotch] #478003
08/24/19 12:10
08/24/19 12:10
Joined: Feb 2017
Posts: 769
Chicago
AndrewAMD Online
User
AndrewAMD  Online
User

Joined: Feb 2017
Posts: 769
Chicago
Just add this to your script:

Code
StopFactor = StopPool = 0;


This will keep your stops and limits on the Zorro-side, thus meeting the FIFO requirements. No changes to Zorro required.

jcl: I see that the StopFactor issue was added to the documentation. I would also suggest StopPool = 0 also be added.

Re: Oanda FIFO issue? [Re: AndrewAMD] #478019
08/26/19 15:22
08/26/19 15:22
Joined: Sep 2017
Posts: 5
Peeyotch Offline OP
Newbie
Peeyotch  Offline OP
Newbie

Joined: Sep 2017
Posts: 5
I would say that this appears to be a U.S. only change (of course). One of the FAQs on the page I linked is who this applies to, and it's only accounts within Oanda's U.S. division.


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