Gamestudio Links
Zorro Links
Newest Posts
Sam Foster Sound | Experienced Game Composer for Hire
by titanicpiano14. 07/05/22 15:02
C++ scripts
by jcl. 07/04/22 13:02
History & HistoryFolder
by DdlV. 07/01/22 14:57
car.c how to add a trailer or wagon?
by Ice2642. 07/01/22 13:35
AUM Magazine
Latest Screens
DEAD TASTE
Tactics of World War I
Hecknex World
Scheherazade's Journey
Who's Online Now
5 registered members (foox, AndrewAMD, Grant, Ice2642, 1 invisible), 408 guests, and 4 spiders.
Key: Admin, Global Mod, Mod
Newest Members
foox, Jiseb, faustotex, Anas, PeroPero
18793 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
Z8, Z9 Spread #486103
06/09/22 06:14
06/09/22 06:14
Joined: Jun 2013
Posts: 1,591
D
DdlV Offline OP
Serious User
DdlV  Offline OP
Serious User
D

Joined: Jun 2013
Posts: 1,591
Hi @jcl,

More Due Diligence... The Manual says to use historical Spread values to call marketVal().

It occurred to me to investigate what Z8 & Z9 do as examples of long-term strategies, and they don't seem to do this.

AssetsZn.csv has all the Spreads set to 0.1, and this value is used for all Bars no matter what % it is of an Asset's Price; verified by setting other (crazy, outlandish) Spread values in AssetsZn.csv and checking the Test logs.

My question is, how was 0.1 decided? Is it some kind of rule of thumb? Safe - not too big nor too small - value to use for all Assets? A "quick and dirty" until historical Spread is more readily available from the Brokers? Other reason(s)?

Thanks.

Re: Z8, Z9 Spread [Re: DdlV] #486107
06/09/22 10:04
06/09/22 10:04
Joined: Jul 2000
Posts: 27,834
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,834
Frankfurt
For stocks we decide spread by looking at the current ask-bit difference when we do the asset list. For many stocks, we usually don't look up every single spread, but just enter the same spread for all.

You're free to edit the asset lists and enter the current spreads that you get from Yahoo or from the broker platform. Or set all spreads to zero. It makes no difference for Z8, Z9.

Re: Z8, Z9 Spread [Re: DdlV] #486122
06/09/22 13:47
06/09/22 13:47
Joined: Jun 2013
Posts: 1,591
D
DdlV Offline OP
Serious User
DdlV  Offline OP
Serious User
D

Joined: Jun 2013
Posts: 1,591
Thanks @jcl.

A couple of follow-ups:

- I can certainly understand not spending time on something that doesn't matter! laugh But in that same vein, why not just use 0? Is there a reason Spread=0.1 is preferred over Spread=0?

- Spread 0.1 (or 0) makes no difference for Z8, Z9 because they trade so infrequently? And the same idea would apply to any strategy with a "BarPeriod" of month(s)? Week(s)?

Thanks.


Moderated by  Petra 

Gamestudio download | chip programmers | Zorro platform | shop | Data Protection Policy

oP group Germany GmbH | Birkenstr. 25-27 | 63549 Ronneburg / Germany | info (at) opgroup.de

Powered by UBB.threads™ PHP Forum Software 7.7.1