Displayed Risk wrong?

Posted By: 3DCat

Displayed Risk wrong? - 07/31/14 14:32

Hey folks,

while demotrading my little script i encountered the following issue:
the script opened an USOIL position with Risk of 71$:
Code:
[USOil:TIM:L8258] Long 4@101.98 Risk 71$ t at 03:59


after some time it ran into Stop with a 716$ loss:
Code:
[USOil:TIM:L8258] Stop 4@99.65: -714$ at 19:27


What is the issue here? It's probably trivial but its a really bad thing to happen.

My guesses are:
- mini/micro account?
- assets.dta not updated? Do i have to take care of something especially?
- i remember USOIL being especially bad behaving with the FXCM broker issue/displaying wrong equity
- I set the MARGINLIMIT, RISKLIMIT and ACCUMULATE flags. Probably i dont understand them fully...

I updated to 1.24.5 on 17th of July. I also updated to a new version of my script. Other Stops where taken correctly since then.
Posted By: jcl

Re: Displayed Risk wrong? - 08/01/14 06:43

Such a large price jump should be easily visible in the price curve. Also, check if you simulate with high or low precision. If you can't find the reason, post the script and I'll look over it.
Posted By: 3DCat

Re: Displayed Risk wrong? - 08/01/14 08:28

Thank you!
But the basic question remains: Why is the Stop tenfold the displayed Risk? I didn't think that could happen at all. Did i overlook something?
Also this is no simulation but demotrading with fxcm.

Edit: I simulated the script with verbose=30 and TICKS and LOGFILE flag. All stopped out trades were near the displayed Risk, at least with USOil.
Posted By: jcl

Re: Displayed Risk wrong? - 08/01/14 12:37

Hmm, I think this requires closer examination. Can you contact support, and send them your Assets.dta file, the script and the log?
Posted By: 3DCat

Re: Displayed Risk wrong? - 08/01/14 20:58

Here are some files. Can you forward them to support? I don't know how to contact them.
The Log and the assets.dta are from the server.
The script is shortened:(
The txt and PNG are from a test with that script running on the server.

I have the suspicion now that the error might originate from my method of reinvesting Profits.
Any hints are appreciated:) Thanks for your help!

Attached File
Archive.zip  (69 downloads)
Posted By: jcl

Re: Displayed Risk wrong? - 08/04/14 13:35

There is something wrong with the Assets.dta file. It appears to be generated from an old Zorro version with a now obsolete FXCM API plugin. You can see that from the "Lot" column - it has integers, while it should have numbers with a decimal.
Posted By: 3DCat

Re: Displayed Risk wrong? - 08/14/14 11:04

ok, after being on vacation:)
- i'm pretty sure it was a problem with UAC after updating to the last Zorro version - even after turning UAC off it still behaved strangely in various cases. In this case - preventing Zorro from updating assets.dta
- i reinstalled Zorro inside the Administrators Directory, that solved the issues completely

Many thanks for your help, jcl!!!
Posted By: 3DCat

Re: Displayed Risk wrong? - 09/11/14 20:08

Hi all,
just to inform you, updating assets.dta and moving the directory hasn't resolved the issue. It occurred two more times that the Risk displayed in the Zorro Window was multiplied by FACTOR 10. Always with USOil.
I'm gonna remove that asset completely.

Does anyone else trade with USOil through the fxcm API? Demo or otherwise?
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