EUR/USD settings on LMAX

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mrticks
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EUR/USD settings on LMAX

Postby mrticks » 12 Feb 2015

Hi Folks,

Would anyone know what the correct settings for EUR/USD with LMAX are?

This is what I have,

Price scale: 1/100000
Daily limit: 10000
Min. Movement: 1
Big Point Value: 100000

Are these correct for standard lots with LMAX?

Also, I have the "percent trailing" signal attached as part of an exit strategy.

It is set to:

FloorAmt: 50
Trailing Pct: 20

But the exits are not trailing at 20%, for example that first trade went up to $300 in profit but then it did not exit the position until it dropped to $100. This is not the first time I have seen this, and it happens quite a lot. It is not a speed or market move issue either as it was moving extremely slowly when I observed this.

Any help would be appreciated.
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Strat performance.jpg
Position performance
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mrticks
Posts: 19
Joined: 19 Apr 2012
Has thanked: 2 times

Re: EUR/USD settings on LMAX

Postby mrticks » 12 Feb 2015

Hi Folks,

Would anyone know what the correct settings for EUR/USD with LMAX are?

This is what I have,

Price scale: 1/100000
Daily limit: 10000
Min. Movement: 1
Big Point Value: 100000

Are these correct for standard lots with LMAX?

Also, I have the "percent trailing" signal attached as part of an exit strategy.

It is set to:

FloorAmt: 50
Trailing Pct: 20

But the exits are not trailing at 20%, for example that first trade went up to $300 in profit but then it did not exit the position until it dropped to $100. This is not the first time I have seen this, and it happens quite a lot. It is not a speed or market move issue either as it was moving extremely slowly when I observed this.

Any help would be appreciated.
Attachments
LMAX EUR USD bpv.jpg
(46.35 KiB) Downloaded 537 times

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Henry MultiСharts
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Re: EUR/USD settings on LMAX

Postby Henry MultiСharts » 12 Feb 2015

Hello mrticks,

The settings are correct for a stand lot (100,000).

As for the percent trailing question, please send me the following information for further analysis (support@multicharts.com):
- workspace you are using;
- in QuoteManager select the symbol you are using, make a right click on it->Export data->Export instrument (with data). Send me the Qmd export file for analysis;
- in PowerLanguage editor->File->Export->export with dependent functions the studies you are using in the workspaces you are providing. Send me the study export file.

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Henry MultiСharts
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Re: EUR/USD settings on LMAX

Postby Henry MultiСharts » 13 Feb 2015

The issue with incorrect Percent Trailing calculation has been confirmed.
The fix is targeted to MultiCharts 9.0 Release 7.


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