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| XAU/USD Slippage ? |
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forexegyptian
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| Post subject: XAU/USD Slippage ? |
Post rating: 0
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Posted: Thu 23 Jan, 2014, 09:04
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User rating: 9
Joined: Sun 18 Dec, 2011, 03:31
Posts: 160
Location: Egypt, Cairo
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slippage doesn't work in this code : (When i test my strategy) engine.submitOrder(12, Instrument.XAUUSD, OrderCommand.SELLSTOP, 0.000001, 1222.48, 1, 0, 1220.24); 
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Error.jpg [41.59 KiB]
Downloaded 598 times
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DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on
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API Support
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| Post subject: Re: XAU/USD Slippage ? |
Post rating: 0
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Posted: Thu 23 Jan, 2014, 13:19
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
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Please provide a full example strategy which replicates the case. If you test it in historical tester, please provide the historical tester settings. If you back-test from SDK, then please provide an example program which launches the strategy.
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forexegyptian
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| Post subject: Re: XAU/USD Slippage ? |
Post rating: 0
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Posted: Thu 23 Jan, 2014, 14:24
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User rating: 9
Joined: Sun 18 Dec, 2011, 03:31
Posts: 160
Location: Egypt, Cairo
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API Support wrote: Please provide a full example strategy which replicates the case. If you test it in historical tester, please provide the historical tester settings. If you back-test from SDK, then please provide an example program which launches the strategy.
| Attachments: |
TesterMainGUIMode.java [12.98 KiB]
Downloaded 158 times
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Str.java [3.24 KiB]
Downloaded 176 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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API Support
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| Post subject: Re: XAU/USD Slippage ? |
Post rating: 0
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Posted: Thu 23 Jan, 2014, 15:49
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
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We could not replicate this, we got the following prices: ORDER_SUBMIT_OK - Order submitted order: OPENED SELLLIMIT 1.0E-6 @ 1222.48 [] 2013-12-06 00:00:00:000
openPrice/fillPrice=1222.48000 creationTime=2013-12-06 00:00:00:000 fillTime=1970-01-01 00:00:00:000
ORDER_FILL_OK - Order filled order: FILLED SELL 1.0E-6 @ 1226.113 [] 2013-12-06 00:00:00:000
openPrice/fillPrice=1226.11300 creationTime=2013-12-06 00:00:00:000 fillTime=2013-12-06 00:00:00:000
ORDER_CLOSE_OK - Order closed order: CLOSED SELL 1.0E-6 @ 1226.113 [ORDER_CLOSED_BY_TP] 2013-12-06 13:30:11:845
openPrice/fillPrice=1226.11300 creationTime=2013-12-06 00:00:00:000 fillTime=2013-12-06 00:00:00:000
See the program we launched in attachments
| Attachments: |
TesterMainGUIModePast.java [13.82 KiB]
Downloaded 199 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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forexegyptian
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| Post subject: Re: XAU/USD Slippage ? |
Post rating: 0
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Posted: Thu 23 Jan, 2014, 19:12
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User rating: 9
Joined: Sun 18 Dec, 2011, 03:31
Posts: 160
Location: Egypt, Cairo
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API Support wrote: We could not replicate this, we got the following prices: ORDER_SUBMIT_OK - Order submitted order: OPENED SELLLIMIT 1.0E-6 @ 1222.48 [] 2013-12-06 00:00:00:000
openPrice/fillPrice=1222.48000 creationTime=2013-12-06 00:00:00:000 fillTime=1970-01-01 00:00:00:000
ORDER_FILL_OK - Order filled order: FILLED SELL 1.0E-6 @ 1226.113 [] 2013-12-06 00:00:00:000
openPrice/fillPrice=1226.11300 creationTime=2013-12-06 00:00:00:000 fillTime=2013-12-06 00:00:00:000
ORDER_CLOSE_OK - Order closed order: CLOSED SELL 1.0E-6 @ 1226.113 [ORDER_CLOSED_BY_TP] 2013-12-06 13:30:11:845
openPrice/fillPrice=1226.11300 creationTime=2013-12-06 00:00:00:000 fillTime=2013-12-06 00:00:00:000
See the program we launched in attachments Sir you change my order command in source code from SELLSTOP to SELLLIMIT so the result is different in your code :engine.submitOrder("Test1", instrument1, OrderCommand.SELLLIMIT, 0.000001, 1222.48, 1, 0, 1220.24); MyCode :engine.submitOrder("Test1", instrument1, OrderCommand.SELLSTOP, 0.000001, 1222.48, 1, 0, 1220.24); 
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API Support
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Post subject: Re: XAU/USD Slippage ? |
Post rating: 0
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Posted: Fri 24 Jan, 2014, 10:14
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
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Yes you are right, we managed to replicate this now. The issue has been registered.
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forexegyptian
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| Post subject: Re: XAU/USD Slippage ? |
Post rating: 0
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Posted: Wed 05 Feb, 2014, 09:58
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User rating: 9
Joined: Sun 18 Dec, 2011, 03:31
Posts: 160
Location: Egypt, Cairo
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API Support wrote: Yes you are right, we managed to replicate this now. The issue has been registered. Issue is still exist, Is there any expected time plan for resolving this problem soon ?
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forexegyptian
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| Post subject: Re: XAU/USD Slippage ? |
Post rating: 1
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Posted: Thu 27 Mar, 2014, 22:50
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User rating: 9
Joined: Sun 18 Dec, 2011, 03:31
Posts: 160
Location: Egypt, Cairo
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API Support wrote: Yes you are right, we managed to replicate this now. The issue has been registered. It is long time from last time i asked about this issue, is it still exist or solved ? Can you please answer this question ? Thanks you
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forexegyptian
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| Post subject: Re: XAU/USD Slippage ? |
Post rating: 1
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Posted: Sat 21 Feb, 2015, 12:19
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User rating: 9
Joined: Sun 18 Dec, 2011, 03:31
Posts: 160
Location: Egypt, Cairo
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Is there any feedback about this issue ?
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