JFOREX / BTCUSD MM bug
Dear SQ team,
in my opinion there is a bug in the JFOREX strategies (which is new in build 130.467).
I created a JFOREX strategy in BTCUSD with MM of lot=0.01. This opened in JFOREX 1000 BTC.
So I tried a setting of lot=0.0000001, which opened 0.01 BTC.
So in my understanding there is a mismatch in MM setting regarding lot of factor x100.000.
I also tried out FOREX pairs and they worked correct(0.01 lot in strategy = 0.01 in trading). So this potential bug could be restricted to crypto like BTCUSD.
It would be a good idea to check that.
Thanks in advance.
Christian
Attachments
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Votes 0
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Project StrategyQuant X
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Type Bug
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Status Fixed
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Priority Low
History
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ChrisWhite
05.02.2021 10:03
Here is a list of input in presets and the respective outcome.
Christian
TT
Votes: 0
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JForex uses as lot size millions for all pairs (incl. CFD, commodities). I've seen it in the documentation.
So 0,000001 lot (in SQX) BTCUSD x 1.000.000 x 0,1 = 0,1 lot (JFOREX) BTCUSD
The same for forex pairs.
0.01 lot (in SQX) EURUSD x 1.000.000 x 0,1 = 10.000 EUR (in unit) x 0,1 = 1.000 EUR = 0.01 lot (JFOREX) EURUSD.
There is a factor of x0,1 for internal calculation. I do not know, where it comes from. So for FOREX at the end 0.01 input = 0.01 output, but for CFD's it is different.
I hope that helps.
Christian