Posted By: kid2251
Skipped Trades: - Lots - 02/27/18 05:07
Hello!
Developing a strategy with 10+ assets and multiple timeframes in mind I am testing it on a demo Zorro/demo account.
Demo result gives some degree of success, except I get unexpected skipped trades. Ones like :
Sometimes it shows “Skipped: Lots -1”, or sometimes with the negative of the intended Lots.
What gives negative lots? In my codes I have not set Lots to anything specific which should be assumed at default (= 1). Margin is set as in Workshop 6 (Margin = 0.5 * OptimalF * Capital).
According to this page (http://zorro-project.com/manual/en/lots.htm), negative lots makes Phantom Trades. In my codes TR_PHANTOM have not been set, but virtual hedging is set at 5.
It would have made more sense if the strategy already has positions in the concerned assets of the skipped trades, but no positions in those assets. OptimalF factors also seems to set/load correctly (can be read in the HTML log file) and unrelated to the issue.
Any idea where this negative lots come from?
Thanks for your reply.
Developing a strategy with 10+ assets and multiple timeframes in mind I am testing it on a demo Zorro/demo account.
Demo result gives some degree of success, except I get unexpected skipped trades. Ones like :
Quote:
[Mon 18-02-26 17:00] 60100 +9.39 -1.98 \ (1.22954)
[GBP/USD:H1:L] Skipped: Lots -1
...
[Mon 18-02-26 19:00] 60100 +9.39 -1.98 \ (1.23115)
[CHF/JPY:H1:L] Skipped: Lots -15
...
[EUR/AUD:H1:L] Skipped: Lots -31
...
[USD/CAD:H1:S] Skipped: Lots -1
[GBP/USD:H1:L] Skipped: Lots -1
...
[Mon 18-02-26 19:00] 60100 +9.39 -1.98 \ (1.23115)
[CHF/JPY:H1:L] Skipped: Lots -15
...
[EUR/AUD:H1:L] Skipped: Lots -31
...
[USD/CAD:H1:S] Skipped: Lots -1
Sometimes it shows “Skipped: Lots -1”, or sometimes with the negative of the intended Lots.
What gives negative lots? In my codes I have not set Lots to anything specific which should be assumed at default (= 1). Margin is set as in Workshop 6 (Margin = 0.5 * OptimalF * Capital).
According to this page (http://zorro-project.com/manual/en/lots.htm), negative lots makes Phantom Trades. In my codes TR_PHANTOM have not been set, but virtual hedging is set at 5.
It would have made more sense if the strategy already has positions in the concerned assets of the skipped trades, but no positions in those assets. OptimalF factors also seems to set/load correctly (can be read in the HTML log file) and unrelated to the issue.
Any idea where this negative lots come from?
Thanks for your reply.
