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MM Account vs MM Balance is incorrect

wildly incorrect results

mm balance = total loss margin call

mm account = unrealistic huge profits

Attachments

Votes +1
Project QuantAnalyzer
Type Bug
Status Fixed
Priority Low

History

Gin

22.09.2020 16:13

Task created

Gin

22.09.2020 16:14

Voted for this task.

Gin

22.09.2020 16:21

Attachment Portfolio 3563153227-20200922T140825Z-001.zip added

Attachment qa mm account.png added

qa mm account.png

(236.81 KiB)

Portfolio 3563153227-20200922T140825Z-001.zip

(1.27 MiB)

initial balance 5000

risk % 8

4 different uncorrelated currency pairs

Gin

22.09.2020 18:14

mmstoploss ignored

gin

10.11.2020 22:59

Attachment risk account mm question.rar added

Attachment qa1.png added

Attachment qa2.png added

Attachment qa3.png added

risk account mm question.rar

(2.17 MiB)

qa2.png

(521.03 KiB)

qa1.png

(688.87 KiB)

qa3.png

(481.96 KiB)

mm balance and mm account are drastically different

balance mm = margin call

account mm = high profit, low risk

Tamas

14.12.2020 12:45

Status changed from New to Fixed

Attachment image-0.png added

image-0.png

(688.51 KiB)

You need to set a correct point value and piptick size while loading the strategies, then MM simulation works fine.

gin

15.12.2020 01:48

why can't it be set automatically?

why different MMs give different results?

how could be ticks and point value be different for mm balance and mm account

how to set up piptick and point value properly?

for each strategy i have to do it manually?

40 times?

Votes: +1