Gamestudio Links
Zorro Links
Newest Posts
Data from CSV not parsed correctly
by EternallyCurious. 04/18/24 10:45
StartWeek not working as it should
by Zheka. 04/18/24 10:11
folder management functions
by VoroneTZ. 04/17/24 06:52
lookback setting performance issue
by 7th_zorro. 04/16/24 03:08
zorro 64bit command line support
by 7th_zorro. 04/15/24 09:36
Zorro FIX plugin - Experimental
by flink. 04/14/24 07:48
Zorro FIX plugin - Experimental
by flink. 04/14/24 07:46
AUM Magazine
Latest Screens
The Bible Game
A psychological thriller game
SHADOW (2014)
DEAD TASTE
Who's Online Now
3 registered members (MadJack, AndrewAMD, Quad), 540 guests, and 1 spider.
Key: Admin, Global Mod, Mod
Newest Members
EternallyCurious, 11honza11, ccorrea, sakolin, rajesh7827
19046 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
Skipped Trades: - Lots #471296
02/27/18 05:07
02/27/18 05:07
Joined: Feb 2018
Posts: 1
K
kid2251 Offline OP
Guest
kid2251  Offline OP
Guest
K

Joined: Feb 2018
Posts: 1
Hello!

Developing a strategy with 10+ assets and multiple timeframes in mind I am testing it on a demo Zorro/demo account.

Demo result gives some degree of success, except I get unexpected skipped trades. Ones like :
Quote:
[Mon 18-02-26 17:00] 60100 +9.39 -1.98 \ (1.22954)
[GBP/USD:H1:L] Skipped: Lots -1
...
[Mon 18-02-26 19:00] 60100 +9.39 -1.98 \ (1.23115)
[CHF/JPY:H1:L] Skipped: Lots -15
...
[EUR/AUD:H1:L] Skipped: Lots -31
...
[USD/CAD:H1:S] Skipped: Lots -1


Sometimes it shows “Skipped: Lots -1”, or sometimes with the negative of the intended Lots.

What gives negative lots? In my codes I have not set Lots to anything specific which should be assumed at default (= 1). Margin is set as in Workshop 6 (Margin = 0.5 * OptimalF * Capital).
According to this page (http://zorro-project.com/manual/en/lots.htm), negative lots makes Phantom Trades. In my codes TR_PHANTOM have not been set, but virtual hedging is set at 5.

It would have made more sense if the strategy already has positions in the concerned assets of the skipped trades, but no positions in those assets. OptimalF factors also seems to set/load correctly (can be read in the HTML log file) and unrelated to the issue.

Any idea where this negative lots come from?
Thanks for your reply.

Re: Skipped Trades: - Lots [Re: kid2251] #471344
02/28/18 14:25
02/28/18 14:25
Joined: Jul 2000
Posts: 27,978
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,978
Frankfurt
Negative lots come from negative margin.


Moderated by  Petra 

Gamestudio download | chip programmers | Zorro platform | shop | Data Protection Policy

oP group Germany GmbH | Birkenstr. 25-27 | 63549 Ronneburg / Germany | info (at) opgroup.de

Powered by UBB.threads™ PHP Forum Software 7.7.1