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Re: Hedging issue? [Re: jcl] #459558
05/25/16 14:59
05/25/16 14:59
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DdlV Offline OP
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Hi jcl.

Yes, I have read that page many times in the past, and also again in the last days. laugh My recollection was of the "externally closed" message, and not seeing that assumed Zorro had done the closing. I'm now better informed that "closed" with or without "externally" means Zorro didn't do it.

FXCM has responded that the trade was closed due to Stop. I did not manually set a Stop, and there are no Trail messages in the log indicating that Zorro updated the Stop. I have asked FXCM for the Stop history of this trade and will advise their reply.

Now that I know what "closed" means laugh , I see 2 other instances in April where XAU/USD trades were Closed - presumably also due to Stop and without my setting a Stop or any Trail message appearing. This has not happened to date (since April) with any other Asset. I will wait for the above trade to be resolved before looking further into these trades.

Re: Hedging issue? [Re: DdlV] #459868
06/09/16 13:02
06/09/16 13:02
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DdlV Offline OP
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Hi jcl,

FXCM says the Stop on that trade was only set once.

I have also looked again at the logs and there are a couple of other instances where, without any change in Stop reported, the NET trade was closed before the virtual trade.

It appears that the Stop on the NET trade is being set tighter than the Stop on the virtual trade. And/or the NET trade is using the tightest Stop of all the trades it's netting, therefore closing more than it should. And/or when a partial close happens due to a (correct) tight stop that corresponds to the virtual trade being closed, the Stop is not being reset to the (further away) stop of the remaining virtual trade(s). Or ... ?

What do you think?

Thanks.

Re: Hedging issue? [Re: DdlV] #459875
06/09/16 16:43
06/09/16 16:43
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

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jcl  Offline

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Yes, I would also suspect a too tight stop. But on the other hand, the stops of NET trades are set at 30% below the entry price, and XAU didn't drop 30%. In our Z3 trade records I see no irregular stops of NET trades. What was the stop value and the entry value of that trade?

Re: Hedging issue? [Re: jcl] #459883
06/09/16 22:44
06/09/16 22:44
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DdlV Offline OP
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PM sent. To clarify, this is Z12, not Z3.

Thanks.

Re: Hedging issue? [Re: DdlV] #459889
06/10/16 07:59
06/10/16 07:59
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

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jcl  Offline

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The log that you sent has no stops. You can see the stops in the Zorro trade list and also in the TS open position list, but they show open positions only. For past positions you can get the stop and entry price from FXCM.

For current trading, check the stops in the trade list. All pool trades must have distant stops, or else something is wrong.

Re: Hedging issue? [Re: jcl] #459899
06/10/16 13:17
06/10/16 13:17
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DdlV Offline OP
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The columnar-formatted log extract that I sent has exactly what Zorro prints in the log for these trades! Perhaps Zorro can print more?

Most if not all of these trades are now closed, so neither the Zorro trade list or TS open position list are of any value.

As I'm sure you're aware, getting things from FXCM can be like pulling teeth... frown

I was able to get one past Stop from FXCM which I gave in the PM. I did not set this Stop. Zorro (or someone else?) did. It caused the NET trade to be closed before the virtual trade. The log shows the open price as requested - what other info is needed? Can you determine what happened with this trade?

The log also contained other instances of NET trades being closed before virtual. I have not manually changed any of these Stops.

I also noted some real trades that are not showing as NET, but showing with Algo IDs - is this normal for some reason with Hedge=5?

This seems a lot of smoke for there to be no fire. What else would you like me to provide / ask of FXCM to get to the bottom of this?

Thanks.

Re: Hedging issue? [Re: DdlV] #459963
06/13/16 08:22
06/13/16 08:22
Joined: Jul 2000
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jcl Offline

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jcl  Offline

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Posts: 27,977
Frankfurt
Only the list of trades. You need not pull the teeth out of FXCM, they store all your trades and you can just download the list from your account page. I only need the line of a single prematurely closed trade.

Pool trades have the same algo names as the trades that triggered them. Only when they are not triggered by a single trade, they get the identifier "NET".

The Zorro log would have all info for looking into a particular trade, especially the stops, but only from a certain Verbose level on. So just for the case that you get similar issues again in the future, please set Verbose to 7. Then I can see anything from the log.

Re: Hedging issue? [Re: jcl] #460001
06/13/16 13:34
06/13/16 13:34
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DdlV Offline OP
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Thanks jcl.

Just to be sure I'm understanding, exactly which report would you like me to run at FXCM?

If I change Verbose to 7 in Z12.ini, will it take effect on the next bar? Or does changing Verbose require a restart?

Would Verbose 15 (7+8) be better?

Thanks.

Re: Hedging issue? [Re: DdlV] #460045
06/14/16 08:29
06/14/16 08:29
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jcl Offline

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jcl  Offline

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If I remember right, the trade list is named "account transactions" or "account report" or the like - should not be too hard to find.

I believe Verbose requires no restart. You should see a message after the next bar about the Verbose change. 15 is not necessary, 7 is sufficient.

Re: Hedging issue? [Re: jcl] #460050
06/14/16 15:16
06/14/16 15:16
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DdlV Offline OP
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OK - I'll go look for it in the next day or 2.

Verbose=7 took effect on the next bar without restart. How much larger will that make the log file? 2x? 10x? 100x? If not too much larger, I'll use it as the setting for all strategies...

Thanks.

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