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How to adjust Zorro when Account parameters change? #466691
06/27/17 19:00
06/27/17 19:00
Joined: Jun 2013
Posts: 1,609
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DdlV Offline OP
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DdlV  Offline OP
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Joined: Jun 2013
Posts: 1,609
Hi jcl. Sorry if this is a duplicate - I couldn't find it...

Occasionally Account parameters will change, such as margin requirements, spread, commissions, whatever. Sometimes on the Broker's whim; sometimes because the trader has asked to change account type; etc.

When this happens during Trading, does Zorro automatically see the new values for everything? Or automatically see certain new values but not others? Or see nothing until restarted?

Thanks.

Re: How to adjust Zorro when Account parameters change? [Re: DdlV] #466740
06/30/17 08:27
06/30/17 08:27
Joined: Jul 2000
Posts: 27,982
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,982
Frankfurt
Zorro updates all account parameters automatically IF they are available through the API. This is, for instance, not the case for commissions.

Re: How to adjust Zorro when Account parameters change? [Re: jcl] #466744
06/30/17 12:35
06/30/17 12:35
Joined: Jun 2013
Posts: 1,609
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DdlV Offline OP
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DdlV  Offline OP
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Joined: Jun 2013
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Thanks jcl. So for items not available through the API, we just need to update AssetsFix? Will Zorro pick the change up automatically or do we have to Stop & reTrade?

Thanks.

Re: How to adjust Zorro when Account parameters change? [Re: DdlV] #466751
06/30/17 16:04
06/30/17 16:04
Joined: Jul 2000
Posts: 27,982
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,982
Frankfurt
Neither. What you edit in Assetsfix has no effect on a live session, but a not-API-controlled account parameter has normally no effect either.

Re: How to adjust Zorro when Account parameters change? [Re: jcl] #466773
07/01/17 20:35
07/01/17 20:35
Joined: Jun 2013
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DdlV Offline OP
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DdlV  Offline OP
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*sigh* Just when I thought I was getting it... laugh

So, if the account parameters change, even if Zorro can automatically adjust to those available through the API, we should update our strategy and/or AssetsFix to the new parameters and reTest to make sure the new parameters haven't changed the strategy's results significantly? If not (or if the change is to our benefit) keep trading. But if Test results are significantly worse stop Trading and adjust the strategy?

Thanks.


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