|
Attention! Read the forum rules carefully before posting a topic.
Try to find an answer in Wiki before asking a question.
Submit programming questions in this forum only.
Off topics are strictly forbidden.
Any topics which do not satisfy these rules will be deleted.
| Historical tester: Filled amount != submitted amount -> why? |
|
RoadRunner
|
| Post subject: Historical tester: Filled amount != submitted amount -> why? |
Post rating: 0
|
Posted: Mon 02 Nov, 2009, 14:00
|
|
User rating: 3
Joined: Wed 18 May, 2011, 16:25
Posts: 331
Location: SwitzerlandSwitzerland
|
|
Up to now I thought, that ALL orders in historical tester get filled completely on the tick they get submitted.
I've now seen runs in historical tester where the filled amount differs from the submitted amount.
Example:
GBP/USD
Submitted: 20.0m LONG at 2009.06.01 02:23:43.889 @market price
Filled: 18.4835m at 2009.06.01 02:23:43.889 @OpenPrice=1.62305 (tick.getAskVolume=1.2m)
Could you please shed some light on why the platform didn't fill the requested 20.0m and why the filled amount shows a fraction of a lot?
Thanks a lot and best, RR.
|
|
|
|
|
 |
|
API Support
|
| Post subject: Re: Historical tester: Filled amount != submitted amount -> why? |
Post rating: 0
|
Posted: Mon 02 Nov, 2009, 15:24
|
|
User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
|
|
Hi,
it's because your equity was not enough
|
|
|
|
|
|
|
RoadRunner
|
| Post subject: Re: Historical tester: Filled amount != submitted amount -> why? |
Post rating: 0
|
Posted: Mon 02 Nov, 2009, 17:02
|
|
User rating: 3
Joined: Wed 18 May, 2011, 16:25
Posts: 331
Location: SwitzerlandSwitzerland
|
|
so in case of a leverage-cut the historical tester cuts back the tradeline
to exactly the account leverage, even if this is resulting in fractional lots?
What would happen in the live account in this case?
Would the platform cut the trade back to a multiple of 100'000?
|
|
|
|
|
|
|
API Support
|
| Post subject: Re: Historical tester: Filled amount != submitted amount -> why? |
Post rating: 0
|
Posted: Tue 03 Nov, 2009, 10:11
|
|
User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
|
|
the same will happen on live account.
if account leverage is to small for order amount, then system will round out filled amount to 500$
|
|
|
|
|
|
 
|
Pages: [
1
]
|
|
|
|
|
