Gamestudio Links
Zorro Links
Newest Posts
Blobsculptor tools and objects download here
by NeoDumont. 03/28/24 03:01
Issue with Multi-Core WFO Training
by aliswee. 03/24/24 20:20
Why Zorro supports up to 72 cores?
by Edgar_Herrera. 03/23/24 21:41
Zorro Trader GPT
by TipmyPip. 03/06/24 09:27
VSCode instead of SED
by 3run. 03/01/24 19:06
AUM Magazine
Latest Screens
The Bible Game
A psychological thriller game
SHADOW (2014)
DEAD TASTE
Who's Online Now
2 registered members (VoroneTZ, AndrewAMD), 833 guests, and 5 spiders.
Key: Admin, Global Mod, Mod
Newest Members
sakolin, rajesh7827, juergen_wue, NITRO_FOREVER, jack0roses
19043 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
Zorro Cross Margin for FX Question #486518
08/31/22 18:03
08/31/22 18:03
Joined: Apr 2021
Posts: 22
S
scatters Offline OP
Newbie
scatters  Offline OP
Newbie
S

Joined: Apr 2021
Posts: 22
Hi,

I have a question when running an FX strategy on a basket of FX pairs with an initial deposit in USD.

//while(asset(loop("EUR/USD", "AUD/CAD", "EUR/NZD", "GBP/AUD", "USD/JPY", "GBP/JPY")))

how does zorro correctly calculate the proper cross margin if I am trading in USD or my original balance is in USD?

for example

How should we adjust our asset file so the backtest is correct for trading a basket of currency, do we need to make the pip cost dynamic in the asset file, or is this already done?

Re: Zorro Cross Margin for FX Question [Re: scatters] #486539
09/03/22 13:25
09/03/22 13:25
Joined: Apr 2008
Posts: 585
Austria
Petra Offline
Support
Petra  Offline
Support

Joined: Apr 2008
Posts: 585
Austria
Margin is always in account currency. Not in counter currency.


Moderated by  Petra 

Powered by UBB.threads™ PHP Forum Software 7.7.1