Percentage risk management does not work properly!

On real account on ICM we had breached maximum SL per trade according risk fixed % of account settings in SQ/MM. In attached screen you can see multiple losses bigger than 3000 USD (top left screen from FXblue), but at that time was equity around 260k USD. Therefore maximum loss should be on 2600USD, not 3600UD, which is 40% more! On top left you can see used settings from SQ, and the same setting on middle is MT4. 
It was on multiple time and on multiple intruments and strategies.


E.g. worst loss was durring higher market volatility, in midde of session, which is OK. Slip was 0.6pip so it wasn't the problem.
On bottom you can see line from FXblue. At open price 151.343 scipt had SL on 152.048 which is 70.5 pips = 0.705 points. GBPJPY have point value 900USD = 900 x 0.705 = 634 USD. Actual equity was something around 260k (maybe even 250k) USD, 1% of that should be 2600USD, therefore script imho should set 2600/634 = 4.1 lots. But as you can see there was 5.56 lots.

Attachments
obrzek_2021-05-28_130251.png
(57.12 KiB)
  • Votes +2
  • Project StrategyQuant X
  • Type Bug
  • Status Waiting for information
  • Priority Normal
  • Assignee Jakub
  • Milestone Build 136

History

JT
#1

TiNTa

28.05.2021 13:05

Task created

TT
#2

Tamas

01.06.2021 10:25

Status changed from New to Waiting for information

Can you attach the problematic strategy file?
JT
#3

TiNTa

01.06.2021 11:52

Attachment 153500_GBPJPY_H1.sqx added

153500_GBPJPY_H1.sqx
(10.29 KiB)
Sure, but as you can see on screen It was on multiple different strategies on different markets. MM is same for all. 
JK
#4

Jakub

03.06.2021 08:06

Milestone changed from Build 132 to Build 133

MF
#5

Mark Fric

25.06.2021 06:29

Milestone changed from Build 133 to Build 134

MF
#6

Mark Fric

15.09.2021 08:33

Milestone changed from Build 134 to Build 136

E
#7

Emmanuel

27.09.2021 16:42
Voted for this task.
o
#8

ontheedge

13.10.2021 00:21
Voted for this task.

Votes: +2

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