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Re: Margin=0 vs. Virtual Hedging Bug? [Re: jcl] #465762
05/11/17 11:24
05/11/17 11:24
Joined: Jun 2013
Posts: 1,609
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DdlV Offline OP
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DdlV  Offline OP
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Joined: Jun 2013
Posts: 1,609
Thanks jcl. I believe I understand all. I also believe the crux of our misunderstanding is your last sentence: "Preventing the opening of pool trades, but keeping virtual trades open ...". This is NOT what I suggested. I suggested rather than open new Real trades to instead close Virtual trades. This would also keep everything in sync.

If Virtual Hedging is not being used, then at the time one wishes to let a system terminate all (Real) trades are in place and all margin has already been committed at the broker. Margin=0 prevents any new (Real) trades and margin commitment.

My suggestion is it should be the same at the Real level even when using Virtual Hedging.

Might closing the Virtual trades rather than opening new Real ones give up some potential profit? Possibly. But perhaps not if the system has been running a while and might be at or near to expiring. It might actually prevent potential losses. Plus, this potential profit would need to be balanced against the additional margin used by new Real trades, the effect of that on the new version's execution against the same account, the (old) version continuing to run longer than it otherwise would have, & whatever else.

Please note also that closing the virtual trades is not really an option since the only way to do that is nuclear - Panic and close them all. There is no granular way to close only the ones that might have this problem.

The choice is of course yours. If you choose to leave the system as is, please at least add to the documentation something about this interaction to the effect that when Virtual Hedging is being used new Real trades can still be opened even when Margin=0.

Thanks.

Re: Margin=0 vs. Virtual Hedging Bug? [Re: DdlV] #465768
05/11/17 16:12
05/11/17 16:12
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

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jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
No, it would not keep it in sync, as you can see with your own trades. Imagine that real trade you're complaining about had not opened. Then you had a difference of virtual and real positions with all its evil consequences.

Re: Margin=0 vs. Virtual Hedging Bug? [Re: jcl] #465790
05/12/17 12:57
05/12/17 12:57
Joined: Jun 2013
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DdlV Offline OP
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DdlV  Offline OP
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Please don't forget part 2 of the suggestion!

Part 1 is, as you noted above, to not open the Real trade.

Part 2 is to instead respect Margin=0 and close the Virtual trade!

There is thereby no Virtual/Real difference, and therefore none of those evil consequences.

Thanks. Have a great weekend!

Re: Margin=0 vs. Virtual Hedging Bug? [Re: DdlV] #465939
05/18/17 08:51
05/18/17 08:51
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

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jcl  Offline

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Joined: Jul 2000
Posts: 27,977
Frankfurt
Closing not all, but only some virtual trades would work for matching the positions. But I am not really convinced of that solution.

Re: Margin=0 vs. Virtual Hedging Bug? [Re: jcl] #466072
05/24/17 03:10
05/24/17 03:10
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DdlV Offline OP
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DdlV  Offline OP
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Joined: Jun 2013
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Well, the solution should follow the intent...

If the intent is Margin=0 takes a back seat to Virtual Hedging and VH can open Real trades and use Real margin even when Margin=0, then the solution would seem to be to update the Manual to include that intent and possible result.

If the intent is Margin=0 means no new Real trades, period, then the Manual seems OK as it is and the solution would be to change how Zorro works.

Thanks.

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