Increase Max Lot Size Beyond 10000

Posted By: sideburn

Increase Max Lot Size Beyond 10000 - 11/11/17 04:45

Hello Traders!

I'm a new Zorro user! Cool software!!

I wonder is it possible to increase max lot size limit beyond 10,000? This is for backtesting and optimization. Once I'm done with those two, I plan to go live with Oanda that allows trading just 1 unit (not lot). So, if it is a profitable strategy, I would need to trade more than 10,000 units (0.1 Lot). I can imagine to setup 1 Zorro unit as 100 Oanda unit. So, maximum lot of 10,000 Zorro unit = 1,000,000 Oanda unit = 10 Lots. However, I'll lose fine resolution of lot size such as 150 Oanda unit = 1.5 Zorro unit which decimal is not working in backtesting mode.

Thanks!

Posted By: jcl

Re: Increase Max Lot Size Beyond 10000 - 11/11/17 11:54

By default the max lot size is 10000000/LotAmout. The manual was a bit outdated here. The Oanda API has LotAmount 1, so the limit is in fact 10,000,000 units.

Posted By: sideburn

Re: Increase Max Lot Size Beyond 10000 - 11/11/17 23:27

When I click 'Test' button (NOT LIVE TRADING), it outputs 10,000 maxlot error if trade more than 10,000 lots. How do I increase max limit for backtesting?

Posted By: Petra

Re: Increase Max Lot Size Beyond 10000 - 11/12/17 07:32

By 10000000/LotAmout, if you enter maxlot you want to buy 10 million units? Such a trade has impact on the market price, better split it in smaller packets. Or maybe you use the wrong asset list? For Oanda currencies you can trade max 10000000 lots, not 10000. Use AssetsOanda.csv.

Posted By: sideburn

Re: Increase Max Lot Size Beyond 10000 - 11/19/17 21:52

Got it working correctly! I borrowed info from AssetsOanda.csv to AssetsFix.csv.

However, I noticed that when using 'Test' mode, if I use printf command to output every info from AssetsFix.csv, all displayed correctly except for Leverage. When I changed Leverage to any number, the output via printf didn't change. I even restart Zorro and computer to see if it changes but nope. Is there other file where Leverage info is stored? Here's the code:

Code:

function run()
{

StartDate = 2014;
BarPeriod = 1;

asset("EUR/USD");
printf("n%s Spread: %.5f PipCost: %.6f MarginCost: %.5f Leverage: %.1f",Symbol,Spread,PIPCost,MarginCost,Leverage);
	
	//Lots = pow(2,LossStreakTotal); 

	if(NumOpenTotal == 0) {
		if(random() < 0)
			enterShort();
		else 
			enterLong();
	}
	
	set(PLOTNOW);
	PlotWidth = 800;
	PlotHeight1 = 320;
}

Posted By: jcl

Re: Increase Max Lot Size Beyond 10000 - 11/20/17 10:09

Leverage is read-only, except for leverage-based accounts. For simulating a leverage based account, edit the asset list, set leverage to the desired leverage and set MarginCost to 0.