Share your AssetsFix.dta

Posted By: GPEngine

Share your AssetsFix.dta - 11/29/15 17:12

I started to update Zorro this weekend, and I forgot that updating Assets dta file should only happen on M, T, Th, or F. The Download script will not update most of the values in the lines of Assets.dta right now.

In general, I would like to compare my AssetsFix.csv to others. I am aiming to simulate US-based, FXCM's Standard Account. I would like remove all doubt from my backtests related to the simulated trading cost parameters in this config file.

Posted By: GPEngine

Re: Share your AssetsFix.dta - 03/01/16 04:46

Does this look correct for a US FXCM account?

Code:

Name,Price,Spread,RollLong,RollShort,PIP,PIPCost,MarginCost,Leverage,LotAmount,Commission,Symbol
EUR/USD,1.08777,0.00004,-0.3300,0.1500,0.0001,0.10000,26.000,41.837,1000.0,0.80,

I got the number .80 for the Commission field based on http://www.fxcm.com/products/forex/forex-pricing/ . EUR/USD is in the first table, where it says a "Round Trip" for 1 trade with "10,000" lot size costs $0.80. Does this match anyone else's understanding?

Posted By: GPEngine

Re: Share your AssetsFix.dta - 03/03/16 16:29

Am I the only Zorro user trying to simulate a FXCM US account?

Posted By: Sphin

Re: Share your AssetsFix.dta - 03/03/16 21:17

I can only serve a German FXCM account in EUR, but

Quote:

EUR/USD is in the first table, where it says a "Round Trip" for 1 trade with "10,000" lot size costs $0.80. Does this match anyone else's understanding?

Sure, in EUR it is 0.60 per round turn in the first table and 0.60 is in the default AssetsFix.csv.

Posted By: boatman

Re: Share your AssetsFix.dta - 03/03/16 21:42

Aussie account for me GP.

Posted By: MatPed

Re: Share your AssetsFix.dta - 03/07/16 18:04

my LMAX � assets.dta. Old Version. Ciao

Attached File

Assets.txt (204 downloads)