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#470736 - 02/04/18 14:18 Re: Multiple broker connection - beta testers wanted! [Re: jcl]
Sphin Offline
User

Registered: 12/11/13
Posts: 567
Loc: Fuerth, DE
TickTime should be 100ms by default (BarPeriod = 1), can it be set to 0 or 1?

Yes, 1.78.5 can read the bid-ask spread from .t1 with marketVal(), great!

Is it possible to observe and trade more than one asset at 2 Brokers with one script (renaming variables SpreadA/B, CommissionA/B, Difference and Threshold to asset-individual ones and list the further asset(s) in the run function) or are there limitations e.g. in the tick function or is it recommended to use seperate scripts?

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#470804 - 02/07/18 12:18 Re: Multiple broker connection - beta testers wanted! [Re: Sphin]
jcl Offline

Chief Engineer

Registered: 07/22/00
Posts: 26529
Loc: Frankfurt
Yes, for downloading data you can set TickTime to a small value. I don't know what happens when you set it to 0, but 1 should work.

The brokerarb script should also work with several assets.

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#470911 - 02/12/18 20:30 Re: Multiple broker connection - beta testers wanted! [Re: jcl]
Sphin Offline
User

Registered: 12/11/13
Posts: 567
Loc: Fuerth, DE
TickTime = 1 does not change resolution, there are no values below 1 second but .000. I used FXCM for this test and I think they provide milliseconds in general, at least in the .t1 from the download page.

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#470923 - 02/13/18 10:36 Re: Multiple broker connection - beta testers wanted! [Re: Sphin]
jcl Offline

Chief Engineer

Registered: 07/22/00
Posts: 26529
Loc: Frankfurt
Ok, we'll look into that. - Update: it appears to be not related to TickTime at all, but a bug with the wdate function. This will be fixed in the next version.

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#471051 - 02/17/18 14:53 Re: Multiple broker connection - beta testers wanted! [Re: jcl]
Sphin Offline
User

Registered: 12/11/13
Posts: 567
Loc: Fuerth, DE
I have a strange problem with (normal) currencies (with crypto assets all works fine), I always get the same result of -600 of each phantom trade:

{GBPUSD_B1::l6801} Long 1@1.40057 at 20:08:34
{GBPUSD_B2::s6802} Short 1@1.40113 at 20:08:34
{GBPUSD_B1::l6801} Sell 1@1.40070: -600 at 20:08:40
{GBPUSD_B2::s6802} Cover 1@1.40065: -600 at 20:08:40

[1268: Mon 18-02-05 20:09:02] (1.40118)
{GBPUSD_B1::s6901} Short 1@1.40179 at 20:09:10
{GBPUSD_B2::l6902} Long 1@1.40119 at 20:09:10
{GBPUSD_B1::s6901} Cover 1@1.40176: -600 at 20:09:17
{GBPUSD_B2::l6902} Sell 1@1.40187: -600 at 20:09:17

[1269: Mon 18-02-05 20:10:03] (1.40141)
{GBPUSD_B1::s7001} Short 1@1.40187 at 20:10:12
{GBPUSD_B2::l7002} Long 1@1.40131 at 20:10:12
{GBPUSD_B1::s7001} Cover 1@1.40181: -600 at 20:10:14
{GBPUSD_B2::l7002} Sell 1@1.40222: -599 at 20:10:14

In the asset list GBPUSD_X looks identical to the other assets:

GBPUSD_B1,1.41249,0.00047,-0.4898,0.3292,0.00010,0.080288,2.8336,400.218,1000.0,0.600,B1_Arb:GBP/USD
GBPUSD_B2,1.54901,0.00006,0.07,-0.15,0.0001,0.09129,16,0,1000,0.6,B2_Arb:GBP/USD

Any idea where I can search for the reason?

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#471071 - 02/18/18 17:53 Re: Multiple broker connection - beta testers wanted! [Re: Sphin]
Petra Offline
Member

Registered: 04/04/08
Posts: 203
I think, the parameters in the asset list are different when the asset is a currency or not. GBPUSD_B1 is probably not detected as currency because of the "_B1".

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#471073 - 02/18/18 19:05 Re: Multiple broker connection - beta testers wanted! [Re: Petra]
Sphin Offline
User

Registered: 12/11/13
Posts: 567
Loc: Fuerth, DE
As far as I know the only part in the asset list that distinguishes currencies from other assets is the 'LotAmount' which is 1000 (in my case on micro accounts) with currencies. But I don't know if trade results of currencies are calculated separately?
Within the 6 trades above the results vary from -1,3 to +9,1 PIPs with 1 Lot each and the monetary result is always -600. I think e.g.

{GBPUSD_B1::l6801} Long 1@1.40057 at 20:08:34
{GBPUSD_B1::l6801} Sell 1@1.40070: -600 at 20:08:40

the calculated difference in 1 Lot is 1,400.70 - 1,400.57 = 0.13 and might be anyway around -0.50 (with commission and intermediate spread) but I cannot comprehend where the -600 come from. This way there are only a few of those trades needed to blow up my account.

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#471088 - 02/19/18 12:05 Re: Multiple broker connection - beta testers wanted! [Re: Sphin]
jcl Offline

Chief Engineer

Registered: 07/22/00
Posts: 26529
Loc: Frankfurt
Trading costs are 10,000 times higher due to the Forex multiplicator. Check out the latest beta version. Asset names like "GBPUSD_B1" should be of type Forex in that version. In previous versions they were not.

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#471153 - 02/20/18 20:02 Re: Multiple broker connection - beta testers wanted! [Re: jcl]
Sphin Offline
User

Registered: 12/11/13
Posts: 567
Loc: Fuerth, DE
Can confirm both, EURUSD_B1 is identified as Forex and the issues in the Forex trades from above has been gone in 1.79.3.

Okay, the resolutions of trade results are now up to 7 decimals although I did not modify the assets in the asset list to more decimals
Quote:
{EURJPY_B1::s5701} Cover 1@132.32: -0.0070341 at 05:14:11
but I don't mind about it. laugh

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#471166 - 02/21/18 10:19 Re: Multiple broker connection - beta testers wanted! [Re: Sphin]
jcl Offline

Chief Engineer

Registered: 07/22/00
Posts: 26529
Loc: Frankfurt
If you do not explicitely set a number of decimals, the decimals depend on the amount.

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