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#464577 - 02/27/17 16:12 Lot Amount Issue (Position size)
therealLeon Offline
Newbie

Registered: 11/10/16
Posts: 35
Hello,

i have an issue concerning the LotAmount and im wondering if somebody faced the same or knows what to do:

I got 1x strategy (same code, same AssetFix) 1x time runnung with ActivTrades (MetaTrader Bridge), 1x time running with FXCM.

Both support 0.01 LotAmount. But the ActivTrades instance uses 10 times the position size (when entering and exiting same), see below:

ActivTrades:
Code:
[Ger30Mar17::L3401] Long 1@11806.50 Risk 69$  at 15:00:01..

[Fri 24.02.17 15:30] 199878 +0 -44   (11799.50).
[Fri 24.02.17 16:00] 199901 +0 -21   (11763.00).
[Ger30Mar17::L3401] Sell 1@11786.50: -21.50 at 16:00:01



FXCM:
Code:
[GER30::L0849] Long 1@11807.75 Risk 5$  at 15:00:01

[Fri 24.02.17 15:30] 50009 +0 -4   (11799.94)
[Fri 24.02.17 16:00] 50011 +0 -2   (11764.34)
[GER30::L0849] Sell 1@11787.70: -2.10 at 16:00:01



AssetFix looks like this for the assets (GER30 used by FXCM, Ger30Mar17 used by ActivTrades):
Code:
Name,Price,Spread,RollLong,RollShort,PIP,PIPCost,MarginCost,Leverage,LotAmount,Commission,Symbol
GER30     ,10884,1,-0.1,0,1,0.1,6,0.01,0.1,0, 
Ger30Mar17,10884,1,-0.1,0,1,0.1,6,0.01,0.1,0,



How to use the same positions size for ActiveTrades as with FXCM?

Best Regards

Leon

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#464587 - 02/28/17 00:07 Re: Lot Amount Issue (Position size) [Re: therealLeon]
boatman Offline
Senior Member

Registered: 04/23/14
Posts: 480
Loc: Sydney, Australia
In live trading, the parameters for the trading conditions are downloaded directly from the broker. My intuition is that your AssetsFix file isn't reflective of one of the brokers' trading conditions. To check this, connect to the broker and then open the file Assets.csv, which lives in the Log folder. This file will contain the trading conditions for the broker to which you most recently connected. The Data Import/Export page in the manual has lots of detail about this.
_________________________
www.robotwealth.com

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#464595 - 02/28/17 12:52 Re: Lot Amount Issue (Position size) [Re: boatman]
therealLeon Offline
Newbie

Registered: 11/10/16
Posts: 35
Hello boatman,

thanks for the detailed reply. You are right the Assets.csv (0.3) is showing other informations for ger30mar17 as the Asset.fix (0.1) does:

Code:
Name,Price,Spread,RollLong,RollShort,PIP,PIPCost,MarginCost,Leverage,LotAmount,Commission,Symbol
Ger30Mar17,11798.00,1.50000,-0.1000,0.0000,0.1000,0.125000,7.3738,1999.986,0.3,0.000,Ger30Mar17



What im wondering is that in the ActivTrades Trade we lose 20 Points, which is 21,50 (which is 1 per 1 Dax Point more or less).
But i already traded manually with ActivTrades 1 Dax Point for 0,25 per point.

Do you know a way to trade the same ratio with Zorro? For example reduce the 0.3 to 0.1?

ActivTrades:
Code:
[Ger30Mar17::L3401] Long 1@11806.50 Risk 69$  at 15:00:01..

[Fri 24.02.17 15:30] 199878 +0 -44   (11799.50).
[Fri 24.02.17 16:00] 199901 +0 -21   (11763.00).
[Ger30Mar17::L3401] Sell 1@11786.50: -21.50 at 16:00:01





Edited by therealLeon (02/28/17 12:52)

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#464628 - 03/02/17 09:43 Re: Lot Amount Issue (Position size) [Re: therealLeon]
therealLeon Offline
Newbie

Registered: 11/10/16
Posts: 35
Nobody an idea how to get Zorro trading positions size of manual trading with the stats above?

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#464705 - 03/06/17 18:24 Re: Lot Amount Issue (Position size) [Re: therealLeon]
jcl Offline

Chief Engineer

Registered: 07/22/00
Posts: 26002
Loc: Frankfurt
The size of a lot depends on your broker and is stored in the LotAmount variable. A mini lot is 10 times higher than a micro lot, so make sure that this variable is correct for your account.

For trading a certain amount of money, use Margin, not Lots.

http://manual.zorro-project.com/lots.htm


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#464757 - 03/08/17 16:38 Re: Lot Amount Issue (Position size) [Re: jcl]
therealLeon Offline
Newbie

Registered: 11/10/16
Posts: 35
Hello jcl,

thanks for your response.
I tried to figure out a practical solution with your answer for the problem that i can trade manualy with activtrades at DAX 1 Point for 0,25 but with Zorro its not possible at the moment.

"A mini lot is 10 times higher than a micro lot, so make sure that this variable is correct for your account."
Do you mean i have to look up ActivTrades Settings? Aren't these the same as when im trading manualy (where smaller position sizes work)?

"For trading a certain amount of money, use Margin, not Lots."

Margin in the code is for FXCM and Activ Trades the same: Margin = 0.5 * OptimalF * Capital * sqrt(1 + ProfitClosed/Capital);
How does this produce a different result in positions size if both codes are the same?

Thanks for time and Best Regards

Leon


Edited by therealLeon (03/08/17 16:39)

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#464767 - 03/09/17 19:14 Re: Lot Amount Issue (Position size) [Re: therealLeon]
jcl Offline

Chief Engineer

Registered: 07/22/00
Posts: 26002
Loc: Frankfurt
It produces a different result when either the leverage of the two accounts is different, or the asset parameters are wrong. So the first thing to check is the leverage. On high leverage accounts the same margin opens a higher volume than on low leverage accounts.

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