Difference in behavior between fxcm & lmax

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StratMan
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Difference in behavior between fxcm & lmax

Postby StratMan » 01 Aug 2013

Hello,

1 fxcm workspace consists of three identical charts created by copy and paste.
The first chart is used in Auto Trading (A/T) , the second in Real Time calculation (R/T) and the third is used for Backtest (B/T), that is to say from time to time the recalculation will be launched.

1 lmax workspace is constituted of the same model, with three identical charts for the same tests.

The same signal is applied to the six charts.

On the fxcm workspace, A/T # R/T = B/T
OK, I can understand that the fxcm API is no longer compatible with MultiCharts, so I'm not surprised to find 'Status error' and difference of behavior between A/T and R/T.
And I'm happy to see my signal giving the same trades in R/T and B/T.

On the lmax workspace, A/T = R/T # B/T
Here, I am pleased to see that the signal has the same behavior in A/T and R/T, but I am disagreeably surprised that the B/T is different. Trades are all identical (time, open price, exit price), except for the size of the position, which differs from R/T and A/T.

Of course, the signal is encoded so as to obtain A/T = R/T = B/T

As much as I understand the difference in behavior with fxcm, but with Imax, I do not understand why a simple mathematical calculation such as the size of the position, can give a different result after a backtest recalculation.

What is the solution to this problem?

Thanks in advance,

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swz168
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Re: Difference in behavior between fxcm & lmax

Postby swz168 » 02 Aug 2013

Initial Capital settings different?

bailey
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Re: Difference in behavior between fxcm & lmax

Postby bailey » 03 Aug 2013

It sounds like a risk issue and has nothing to do with broker (assumption).

Take a look on your SL, Risk, intial capital variables at both brokers.


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