Too high risk at Z12?

Hi

Maybe there is something that I am missing but why is the risk that high ( ~ -4000$ ) for the NET trades in Z12?

I get the next in the html page:

Trade___ID__________Lots___Entry Time___Entry___Price____Stop___Trail___Target___Risk___Profit__Pips
[GBP/USD:NET:S6918]__15___22.05_16:02__1.5484__1.5381__1.8580________________-4648$__152$___101.1p

That looks in fact like a rather low risk - the "risk" of NET trades is often much higher. Why is that so? Hint: what does "risk" mean?

Yeah I may ignore then the real meaning of Risk or NET trades... I guess the risk should depend on where the Stop is set. In this case the stop is set at 1.85 which is a value not achieved in the last years.
I am still in the demo account with 50000$ .... no idea how it will look like if I go into real with 5000$. I do not want that the stop is set so that I can loss the whole account.

That's right, "risk" is calculated from the stop distance. And you won't want to stop out a NET trade, so it's not very relevant if you see $4000 or $40,000 displayed as "risk". It's normally anyway more than you have on your account.

Ok I guess I kind of understand now. Since the trades send to the broker are manage by the phantom trades ( in hedge 5 ), it doesnt matter where is the stop of those trades. If a phantom trade is open, then a trade in the oposite direcction is closed at the broker. ( or more or less so )

Since all the trades are phantom trades in hedge=5, then is hegde=5 using the phantom trades for "Equity Curve Trading" as well?

I understand now the html report better. The upper case are pool trades sent to the broker. The lower case are phantom trades. But why were those phantom trades not send to the broker?

I see this is a bit confusing part for me. I could not find older posts related to it.

Phantom trades are not sent to the broker because they are simulated, not executed. Only the 'real' trades are sent to the broker.

Phantom trades are used both for virtual hedging as well as for equity curve trading. Any trade that the broker does not see is a phantom trade.

Hi Thanks for the answer. I get that about phantom trades. What I do not know if which is the criteria used in hedge = 5 to decide if a trade is real or not. Phantom trades are used both for hedge and equity curve trading. Does it mean they are used at the same time for it?

Lets see that we have hedge=5, what makes that a trade becomes a phantom trade or a real trade?. If hedge = 2, it is based in equity curve. If it is hedge = 5, is it the same criteria?

It is written in the tutorial that al open trades in hedge = 5 are phantom trades, and then some of then become pool trades which become real trades. Which is the criteria for it?

Aside from equity curve trading, there is no such criteria. All phantom trades open or close real trades. Otherwise it would be difficult to win or lose real money with them.

On the "Hedge" page in the manual you'll find a description with an example where you can see in detail how phantom trades affect pool trades.

Ok then it is clear. When it is written that phantom trades are used both for equity curve and hedding, it sounds to me that the equity curve criteria is not used in hedding (maybe because in my mother language it would be said in other way )

Yes, I know that is written that "Pool trades are triggered when phantom trades open or close" which explains why the stop is so far from the price in the NET trades. The condition related to "the equity curve trading" is what I was missing over there. I know that example with 100lots and 40lots, I have read it many times.

To summarized if I understood correctly, in hedge=5 all trades are phantom trades. When the equity curve trading criteria allows a trade to become real, then the phantom trade order becomes a pool trade. Then pool trade manage the total amount of real trades and open or close those real trades so that we have a net amount of trades in the same direction per asset. When that is defined, the pool trade become real trade.