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Re: Multiple broker connection - beta testers wanted!
[Re: jcl]
#471250
02/25/18 12:03
02/25/18 12:03
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Joined: Dec 2013
Posts: 568 Fuerth, DE
Sphin
User
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User
Joined: Dec 2013
Posts: 568
Fuerth, DE
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I have 2 further issues (1.79.3): 1. The calculated spreads from the marketVal() function seem not to be correct or not always. This effects of course only test mode, in trade mode with the spreads coming from the brokers all is ok. From Log: 2018-02-23 08:42:49.604 AssetA: EURGBP_B1, PriceA: 0.88072, SpreadA: 0.00000, CommissionA: 0.00007
From .t1 with ZHistoryEditor: 2018.02.23 08:42:49.604 0,88072 2018.02.23 08:42:49.604 -0,88064
From Log: 2018-02-23 14:59:42.400 AssetA: EURGBP_B1, PriceA: 0.87982, SpreadA: 0.00004, CommissionA: 0.00007
From .t1 with ZHistoryEditor: 2018.02.23 14:59:42.399 0,87982 2018.02.23 14:59:42.399 -0,87974
From Log: 2018-02-23 15:05:34.602 AssetA: EURGBP_B1, PriceA: 0.88017, SpreadA: 0.00000, CommissionA: 0.00007
From .t1 with ZHistoryEditor: 2018.02.23 15:05:34.602 0,88017 2018.02.23 15:05:34.602 -0,88008
From Log: 2018-02-23 15:00:5.196 AssetA: EURGBP_B1, PriceA: 0.88020, SpreadA: 0.00008, CommissionA: 0.00007
From .t1 with ZHistoryEditor: 2018.02.23 15:00:05.195 -0,8801 2018.02.23 15:00:05.195 0,8802
From Log: 2018-02-23 15:49:25.268 AssetA: EURGBP_B1, PriceA: 0.87907, SpreadA: 0.00003, CommissionA: 0.00007
From .t1 with ZHistoryEditor: 2018.02.23 15:49:25.268 0,87907 2018.02.23 15:49:25.268 -0,87899 I coded one strategy on 2 ways (one with fixed asset calls, the other one with a loop) and received 2 different results while testing. Searching for an error I surprisingly found out that both variants did exactly the same trades, only their results differ. from the 1st:
[54: Fri 18-02-23 00:54:00] (0.88342) [EURGBP_B1::S5501] Short 1@0.88331 at 00:55:00 [EURGBP_B2::L5502] Long 1@0.88317 at 00:55:00
[55: Fri 18-02-23 00:55:00] 0000 -0.88 0/2 (0.88296) [EURGBP_B1::S5501] Cover 1@0.88335: -0.77 at 00:55:31 [EURGBP_B2::L5502] Sell 1@0.88332: +0.0563 at 00:55:31
[491: Fri 18-02-23 08:11:00] -0.72 0 1/1 (0.88162) [EURGBP_B1::L9201] Long 1@0.88137 at 08:11:31 [EURGBP_B2::S9202] Short 1@0.88175 at 08:11:31
[EURGBP_B1::L9201] Sell 1@0.88154: -0.53 at 08:11:51 [EURGBP_B2::S9202] Cover 1@0.88151: +0.19 at 08:11:51
from the 2nd:
[54: Fri 18-02-23 00:54:00] [EURGBP_B2::L5501] Long 1@0.88317 at 00:55:00 [EURGBP_B1::S5502] Short 1@0.88331 at 00:55:00
[55: Fri 18-02-23 00:55:00] 0000 -0.27 0/2 [EURGBP_B1::S5502] Cover 1@0.88335: -0.24 at 00:55:31 [EURGBP_B2::L5501] Sell 1@0.88332: +0.0563 at 00:55:31
[491: Fri 18-02-23 08:11:00] -0.18 0 1/1 [EURGBP_B1::L9201] Long 1@0.88137 at 08:11:31 [EURGBP_B2::S9202] Short 1@0.88175 at 08:11:31
[EURGBP_B2::S9202] Cover 1@0.88151: +0.22 at 08:11:51 [EURGBP_B1::L9201] Sell 1@0.88154: +0.11 at 08:11:51 How can I find out what is right or better: reliable?
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