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Displayed Risk wrong? #444146
07/31/14 14:32
07/31/14 14:32
Joined: Apr 2013
Posts: 57
3
3DCat Offline OP
Junior Member
3DCat  Offline OP
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Joined: Apr 2013
Posts: 57
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.

Re: Displayed Risk wrong? [Re: 3DCat] #444161
08/01/14 06:43
08/01/14 06:43
Joined: Jul 2000
Posts: 27,978
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,978
Frankfurt
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.

Re: Displayed Risk wrong? [Re: jcl] #444166
08/01/14 08:28
08/01/14 08:28
Joined: Apr 2013
Posts: 57
3
3DCat Offline OP
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3DCat  Offline OP
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3

Joined: Apr 2013
Posts: 57
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.

Last edited by 3DCat; 08/01/14 09:12.
Re: Displayed Risk wrong? [Re: 3DCat] #444178
08/01/14 12:37
08/01/14 12:37
Joined: Jul 2000
Posts: 27,978
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,978
Frankfurt
Hmm, I think this requires closer examination. Can you contact support, and send them your Assets.dta file, the script and the log?

Re: Displayed Risk wrong? [Re: jcl] #444191
08/01/14 20:58
08/01/14 20:58
Joined: Apr 2013
Posts: 57
3
3DCat Offline OP
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3DCat  Offline OP
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Joined: Apr 2013
Posts: 57
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 Files
Archive.zip (68 downloads)
Re: Displayed Risk wrong? [Re: 3DCat] #444263
08/04/14 13:35
08/04/14 13:35
Joined: Jul 2000
Posts: 27,978
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,978
Frankfurt
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.

Re: Displayed Risk wrong? [Re: jcl] #444573
08/14/14 11:04
08/14/14 11:04
Joined: Apr 2013
Posts: 57
3
3DCat Offline OP
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3DCat  Offline OP
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3

Joined: Apr 2013
Posts: 57
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!!!

Re: Displayed Risk wrong? [Re: 3DCat] #445504
09/11/14 20:08
09/11/14 20:08
Joined: Apr 2013
Posts: 57
3
3DCat Offline OP
Junior Member
3DCat  Offline OP
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3

Joined: Apr 2013
Posts: 57
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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