The end of Z5

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Re: The end of Z5 [Re: molloy] #447970
01/15/15 12:31 01/15/15 12:31

Joined: Jul 2000
Posts: 27,986
Frankfurt

jcl

Chief Engineer

jcl

Chief Engineer

Joined: Jul 2000
Posts: 27,986
Frankfurt

You normally not even lose all your account balance because you keep the open margin in case of a margin call. That was of importance today.

Stop Z5 and Z4 now. They should have stopped themselves anyway due to the stop slider. They could have taken large profits today when margin was left on the account after the peak down. Here's one of my Z5 logs from this morning:

Code:

[Thu 15.01.15 08:57]  8707 +600 -300 0/3/36
[Thu 15.01.15 09:57]  4610 +600 -28488 0/3/36
{EUR/CHF::l9801} Sell 895@0.00000: -896094$ at 09:56
Closed by Stop slider
{EUR/CHF::l} Long 895@1.1784 Entry stop
{EUR/CHF::l4802} Sell 622@0.00000: -622744$ at 09:56
Closed by Stop slider
{EUR/CHF::l} Long 622@1.1784 Entry stop
{EUR/CHF::l9803} Sell 600@0.00000: -600699$ at 09:56
Closed by Stop slider
{EUR/CHF::l} Long 600@1.1784 Entry stop
Broker: Broker closed 45987447
[EUR/CHF::L7447] Sell 895@0.00000: -274$ at 09:56
Broker: Broker closed 46080944
[EUR/CHF::L0944] Sell 622@0.00000: -1297$ at 09:56
Broker: Broker closed 46171400
[EUR/CHF::L1400] Sell 600@0.00000: -1146$ at 09:56
{EUR/CHF::l} Entry stop 1.1771 hit at 10:01
{EUR/CHF::l0904} Long 895@1.1771 Risk 76997$ ptl at 10:00
[EUR/CHF::L7563] Long 895@1.1771 Net trade at 10:00
{EUR/CHF::l} Entry stop 1.1771 hit at 10:01
{EUR/CHF::l0905} Long 622@1.1771 Risk 53510$ ptl at 10:00
[EUR/CHF::L7627] Long 622@1.1771 Net trade at 10:00
{EUR/CHF::l} Entry stop 1.1771 hit at 10:01
{EUR/CHF::l0906} Long 600@1.1771 Risk 51618$ ptl at 10:00
[EUR/CHF::L7631] Long 600@1.1771 Net trade at 10:00
{EUR/CHF::l0904} Stop 895@1.0739: -85902$ at 10:13
Broker: Error - There is no tradable price

Broker: Close order failed 46367563
[EUR/CHF::L7563] Can't close 895@1.0739 at 10:13
{EUR/CHF::l0905} Stop 622@1.0739: -59700$ at 10:13
Broker: Close order incomplete 46367563
Broker: Error 072 - Timeout 46367563
[EUR/CHF::L7563] Can't close 895@1.0739 at 10:13
Broker: Close order incomplete 46367627
Broker: Error 072 - Timeout 46367627
[EUR/CHF::L7627] Can't close 622@1.0739 at 10:13
{EUR/CHF::l0906} Stop 600@1.0739: -57588$ at 10:13
Broker: Close order incomplete 46367563
Broker: Error 072 - Timeout 46367563
[EUR/CHF::L7563] Can't close 895@1.0739 at 10:13
Broker: Close order incomplete 46367627
Broker: Error 072 - Timeout 46367627
[EUR/CHF::L7627] Can't close 622@1.0739 at 10:13
Broker: Close order incomplete 46367631
Broker: Error 072 - Timeout 46367631
[EUR/CHF::L7631] Can't close 600@1.0739 at 10:13
Broker: Close order incomplete 46367563
Broker: Error 072 - Timeout 46367563
[EUR/CHF::L7563] Can't close 895@1.0739 at 10:13
Broker: Close order incomplete 46367627
Broker: Error 072 - Timeout 46367627
[EUR/CHF::L7627] Can't close 622@1.0739 at 10:13
Broker: Close order incomplete 46367631
Broker: Error 072 - Timeout 46367631
[EUR/CHF::L7631] Can't close 600@1.0739 at 10:13
Broker: Error - There is no tradable price

Broker: Error - There is no tradable price

Broker: Error - There is no tradable price

Broker: Error - There is no tradable price

Broker: Error - There is no tradable price

Broker: Error - There is no tradable price

Broker: Error - There is no tradable price

Broker: Error - There is no tradable price

Broker: Error - There is no tradable price

Broker: Close order failed 46367563
[EUR/CHF::L7563] Can't close 895@1.0656 at 10:19
Broker: Close order incomplete 46367627
Broker: Error 072 - Timeout 46367627
[EUR/CHF::L7627] Can't close 622@1.0656 at 10:19
Broker: Close order incomplete 46367631
Broker: Error 072 - Timeout 46367631
[EUR/CHF::L7631] Can't close 600@1.0656 at 10:19
Broker: Error - There is no tradable price

Broker: Error - There is no tradable price

Broker: Error - There is no tradable price

Broker: Close order failed 46367563
[EUR/CHF::L7563] Can't close 895@1.0453 at 10:21
Broker: Close order incomplete 46367627
Broker: Error 072 - Timeout 46367627
[EUR/CHF::L7627] Can't close 622@1.0453 at 10:21
Broker: Close order incomplete 46367631
Broker: Error 072 - Timeout 46367631
[EUR/CHF::L7631] Can't close 600@1.0453 at 10:21
Broker: Error - There is no tradable price

Broker: Error - There is no tradable price

Broker: Error - Cannot place more than one order of this type for each trade: 164339924@20216780

Broker: Close order failed 46367563
[EUR/CHF::L7563] Can't close 895@1.0433 at 10:24
Broker: Error - There is no tradable price

Broker: Close order failed 46367627
[EUR/CHF::L7627] Can't close 622@1.0436 at 10:24
Broker: Error - There is no tradable price

Broker: Close order failed 46367631
[EUR/CHF::L7631] Can't close 600@1.0431 at 10:25
Broker: Broker closed 46367563
[EUR/CHF::L7563] Sell 895@1.0433: +3888$ at 10:28
Broker: Error - There is no tradable price

Broker: Close order failed 46367627
[EUR/CHF::L7627] Can't close 622@1.0455 at 10:28
Broker: Error - There is no tradable price

Broker: Close order failed 46367631
[EUR/CHF::L7631] Can't close 600@1.0444 at 10:29
Broker: Error - There is no tradable price

Broker: Close order failed 46367627
[EUR/CHF::L7627] Can't close 622@1.0484 at 10:33
Broker: Error - There is no tradable price

Broker: Close order failed 46367631
[EUR/CHF::L7631] Can't close 600@1.0469 at 10:34
Broker: Error - There is no tradable price

Broker: Close order failed 46367627
[EUR/CHF::L7627] Can't close 622@1.0422 at 10:39
Broker: Error - There is no tradable price

Broker: Close order failed 46367631
[EUR/CHF::L7631] Can't close 600@1.0423 at 10:40
[EUR/CHF::L4235] Sell 622@1.0410: +359$ at 10:46
[EUR/CHF::L7631] Sell 600@1.0410: +9718$ at 10:47

[Thu 15.01.15 10:57]  43356 +11848 +0 0/0/36
[Thu 15.01.15 11:57]  43304 +11848 +0 0/0/36

The day started with EUR 8,707 on the Z5 account, and ended with EUR 43,304. Inbetween there was a margin call, followed by an equity peak at 280,000 EUR - not visible in the log but according to FXCM TS. It was not a real profit because the trades could not be closed, and the entry prices were probably wrong.

The EUR dropped to 0.8 CHF after the announcement, causing a margin call of my account with two Z5 instances. Both Z5 and the broker closed all trades. The two Z5 systems then immediately opened several new long trades due to the low-volatility algorithms. Strangely, FXCM accepted the trades. The EUR went then further down, then up again, but FXCM refused to close the new trades - you can see the many close attempts in the log. They finally closed at 1,04, putting EUR 43K on the account.

This was of course a lucky outcome, often brokers reject all trades at extreme volatility peaks. It's quite possible that this was no good day for other Z5 users.

Currently FXCM seems not to accept any EUR/CHF trades.

We have to declare Z5 officially dead now. At least unless they'll place a new CHF cap.

Entire Thread
Subject	Posted By	Posted
The end of Z5	Thirstywolf	01/15/15 10:28
Re: The end of Z5	yosoytrader	01/15/15 10:29
Re: The end of Z5	boatman	01/15/15 10:57
Re: The end of Z5	molloy	01/15/15 11:17
Re: The end of Z5	3DCat	01/15/15 12:10
Re: The end of Z5	jcl	01/15/15 12:31
Re: The end of Z5	Sphin	01/15/15 14:28
Re: The end of Z5	DdlV	01/15/15 16:59
Re: The end of Z5	Sphin	01/15/15 18:02
Re: The end of Z5	molloy	01/15/15 19:15
Re: The end of Z5	Finstratech	01/16/15 13:27
Re: The end of Z5	ibra	01/18/15 16:33
Re: The end of Z5	Sphin	01/18/15 19:02
Re: The end of Z5	DdlV	01/18/15 19:23
Re: The end of Z5	Sundance	01/18/15 20:19
Re: The end of Z5	Sphin	01/18/15 21:10
Re: The end of Z5	jcl	01/18/15 22:03
Re: The end of Z5	Sphin	01/18/15 23:05
Re: The end of Z5	Thirstywolf	01/19/15 02:14
Re: The end of Z5	DdlV	01/19/15 08:40
Re: The end of Z5	jcl	01/19/15 16:46
Re: The end of Z5	DdlV	01/19/15 19:01
Re: The end of Z5	molloy	01/20/15 09:03
Re: The end of Z5	GPEngine	01/23/15 15:45
Re: The end of Z5	Sphin	01/23/15 18:56
Re: The end of Z5	Sundance	01/23/15 22:38
Re: The end of Z5	swingtraderkk	01/29/15 13:15
Re: The end of Z5	molloy	01/31/15 13:23
Re: The end of Z5	Mangal	01/31/15 21:27
Re: The end of Z5	jcl	02/02/15 16:42
Re: The end of Z5	MatPed	03/18/15 09:40
Re: The end of Z5	jcl	03/18/15 17:19
Re: The end of Z5	Mangal	06/22/15 21:22
Re: The end of Z5	GPEngine	06/23/15 02:28
Re: The end of Z5	jcl	06/23/15 11:30
Re: The end of Z5	Sundance	06/24/15 19:23
Re: The end of Z5	Mangal	06/27/15 21:40
Re: The end of Z5	Sphin	06/28/15 01:43
Re: The end of Z5	Mangal	08/27/15 11:33

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