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| Improve "Close Position" block's executed definition |
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RICHDAD
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| Post subject: Improve "Close Position" block's executed definition |
Post rating: 0
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Posted: Sat 03 Aug, 2013, 12:05
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User rating: 3
Joined: Fri 28 Jun, 2013, 17:16
Posts: 39
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Hallo, guys:
Is there any chance to improve "Close Position" block's executed definition in high volatility market? Let me demonstrate it in a freak trend market on 10th last month.
Condition 1:
Only one position, No TP/SL, Close position when lose 1% of Equity($500)
See? There has a little slippage even only one position.
Condition 2:
Multiple positions, No TP/SL,, Close all positions when lose 1% of Equity($500)
Wow! We got a huge gap from $500!
Is there anything we can do that make it execute precisely?
| Attachments: |
Multiple.JPG [184.77 KiB]
Downloaded 782 times
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OnePosition.JPG [193.43 KiB]
Downloaded 829 times
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the use and/or reliance on any document, data or information found on this webpage.
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dirk_r1
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| Post subject: Re: Improve "Close Position" block's executed definition |
Post rating: 0
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Posted: Mon 05 Aug, 2013, 09:46
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| Visual JForex expert at Dukascopy |  |
User rating: 27
Joined: Fri 03 May, 2013, 18:25
Posts: 366
Location: GermanyGermany
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Hello!  Could you please add your strategy so that we can have a look at it? Thx in advance!
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RICHDAD
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| Post subject: Re: Improve "Close Position" block's executed definition |
Post rating: 0
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Posted: Mon 05 Aug, 2013, 10:01
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User rating: 3
Joined: Fri 28 Jun, 2013, 17:16
Posts: 39
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dirk_r1 wrote: Hello! Could you please add your strategy so that we can have a look at it? Thx in advance! Here...
| Attachments: |
Test.vfs [30.18 KiB]
Downloaded 402 times
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DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on
this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control
on their content. Anyone accessing this webpage and downloading or otherwise making use of any document,
data or information found on this webpage shall do it on his/her own risks without any recourse against
Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from
the use and/or reliance on any document, data or information found on this webpage.
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dirk_r1
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| Post subject: Re: Improve "Close Position" block's executed definition |
Post rating: 0
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Posted: Wed 07 Aug, 2013, 07:48
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| Visual JForex expert at Dukascopy | |
User rating: 27
Joined: Fri 03 May, 2013, 18:25
Posts: 366
Location: GermanyGermany
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Hello RICHDAD!
Unfortunately I could not reproduce the error! Could you please tell us what your settings are? And by the way: it was not exactly the same strategy you posted in the beginning.
It would be very interesting to know what the problem causes!
Thank you in advance!
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RICHDAD
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| Post subject: Re: Improve "Close Position" block's executed definition |
Post rating: 0
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Posted: Wed 07 Aug, 2013, 08:30
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User rating: 3
Joined: Fri 28 Jun, 2013, 17:16
Posts: 39
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dirk_r1 wrote: Hello RICHDAD!
Unfortunately I could not reproduce the error! Could you please tell us what your settings are? And by the way: it was not exactly the same strategy you posted in the beginning.
It would be very interesting to know what the problem causes!
Thank you in advance! Really? Interesting. I post them again. Please test historical data 10th July, of course you can test any day's, till having loss to stop strategy. In the end, you will find out the loss of equity that's a big gap from our setting. Thank you!
| Attachments: |
Condition 2.vfs [30.18 KiB]
Downloaded 444 times
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Condition 1.vfs [30.72 KiB]
Downloaded 436 times
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DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on
this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control
on their content. Anyone accessing this webpage and downloading or otherwise making use of any document,
data or information found on this webpage shall do it on his/her own risks without any recourse against
Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from
the use and/or reliance on any document, data or information found on this webpage.
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dirk_r1
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| Post subject: Re: Improve "Close Position" block's executed definition |
Post rating: 0
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Posted: Thu 08 Aug, 2013, 10:08
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| Visual JForex expert at Dukascopy | |
User rating: 27
Joined: Fri 03 May, 2013, 18:25
Posts: 366
Location: GermanyGermany
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Thanks a lot once again!
Well the problem is quite easy to explain:
You trade with an amount of 100000 (0,1m) which is quite big. That would be the reason why slippage could happen in the case with one position.
In the other example you trade approximately 38 positions on average, so the slippage gets smaller for each trade but the commissions are rising. So that means you were slipped by 43,82 USD on these positions in sum.
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RICHDAD
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| Post subject: Re: Improve "Close Position" block's executed definition |
Post rating: 0
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Posted: Fri 09 Aug, 2013, 10:14
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User rating: 3
Joined: Fri 28 Jun, 2013, 17:16
Posts: 39
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dirk_r1 wrote: Thanks a lot once again!
Well the problem is quite easy to explain:
You trade with an amount of 100000 (0,1m) which is quite big. That would be the reason why slippage could happen in the case with one position.
In the other example you trade approximately 38 positions on average, so the slippage gets smaller for each trade but the commissions are rising. So that means you were slipped by 43,82 USD on these positions in sum. Thanks for your patient and respond! Talked about trading amount. I have already a live account, and ready to trade as soon as my VJF strategy is done. Although DUKASCOPY as an ECN broker, but I still have a little worry: how big chance to be executed immediately if I have a 100 million amount order in pair EUR/USD?
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yogurt
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| Post subject: Re: Improve "Close Position" block's executed definition |
Post rating: 0
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Posted: Fri 09 Aug, 2013, 17:08
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User rating: 1
Joined: Tue 11 Jun, 2013, 15:40
Posts: 29
Location: Russian FederationRussian Federation
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dirk_r1 wrote: Thanks a lot once again!
Well the problem is quite easy to explain:
You trade with an amount of 100000 (0,1m) which is quite big. That would be the reason why slippage could happen in the case with one position.
In the other example you trade approximately 38 positions on average, so the slippage gets smaller for each trade but the commissions are rising. So that means you were slipped by 43,82 USD on these positions in sum. 100 000 is very big for Dukascopy? Are you kidding? I think the problem solves much more easier. I suppose that real time equity do not includes commission fees. In your first example you have -511 loss so it is only $11 more you set or about 2% In your second example you have -543 loss from several positions so it is $43 more or about 9% Some difference may be because of spread, but I think that even 9% is very big slippage for such a small lot.
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