1 Topic by bold (edited by Popov 2013-09-05 14:31:06)

  • bold
  • Licensed Member
  • Offline
  • Registered: 2013-09-04
  • Posts: 107

Topic: [Solved] Strange stop Loss behaviour with German DAX CFD

Hi all,
I created 6 different strategies with different entry and exit parameters for trading German DAX. When I put them in my MT4 platform, I noticed that trades of 5 of them have wrong stop losses (stops should be 500, 150, 140 100 and 80 DAX points). The 6th  strategy seems to have a correct stop loss (45 DAX points).

The incorrect behaviour looks this way (copied from a FST journal), e.g. for stop loss 150 and take profit 100 DAX points:

2013-09-03 17:19:57, Ger30Sep13 M5 Neuer Eröffnungs-Auftrag gesendet: Verkaufen 0,01 Lots zu 8207,0, Stop Loss 8358,5, Take Profit 8108,5

2013-09-03 17:20:01, Ger30Sep13 M5 Short 0,01 Lots zu 8207,0, Stop Loss 8224,5, Take Profit 8108,5, Profit 0,00 EUR

I.e., immediately after the opening of the strategy the stop loss seems to be correct. Nevertheless, after a couple of seconds it changes to a wrong value (usually 1/10 of the correct value, but not always). Take profit values remain correct and they do not change.
When I try to correct the stop loss manually, it can be changed, but after a couple of seconds it changes to the wrong value again.

I can guess two possible reasons for this strange behaviour, but I am not able to consider them:
1. I may have incorrectly set Instrument (DAX) properties - nevertheless my backtest results in FSB show correct values (both for SL/TP and for profit/loss).
2. I tested DAX using a "5 digit broker" with a label "DE30" in FSB, but I trade it at a "4 digit broker" with a label "GER30". Of course, I divided all values by 10, when I modified the strategy from 2 decimals to 1 decimal, before I started the FST and sent the strategy to my trading platform.

Even so, if one of the above reasons might be true, why take profit values in the trading platform remain correct (only stop losses change to wrong) and why 1 of 6 strategies does not show incorrect SL values?

Do you have any explanation for this strange behaviour?

  • Popov
  • Popov
  • Lead Developer
  • Offline
  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 8,024

Re: [Solved] Strange stop Loss behaviour with German DAX CFD

It sounds like a serious problem.
Please attach the strategy and post screenshots of the wrong trades.

Popov's Website

  • bold
  • Licensed Member
  • Offline
  • Registered: 2013-09-04
  • Posts: 107

Re: [Solved] Strange stop Loss behaviour with German DAX CFD

In the attachment I send you compressed 1 screenshot and 3 files describing the strategy with a wrong stop loss behaviour:
- the chart screenshot from MT4 only shows correct levels both of SL (150 DAX points) and of TP (100 DAX points) on the initial candle
- the strategy overview from FSB
- the strategy overview from FST
- the log file (journal) from FST.
In this log file you can see that in my trading platform a Short position was opened on 3rd September at 17:19:57 with a corect stop loss 8358,5 (this corresponds with 150 DAX points I wanted to trade in this strategy). However at 17:20:01 (4 seconds later) the system automatically changed this stop loss to a wrong value 8224,5.
Starting at 18:43:16 you can see that I several times tried to correct manually the stop loss to the right value, but these my attempts were always automatically reverted to the wrong value after a couple of seconds.

Post's attachments

strategy with wrong stop loss.ZIP 7.07 kb, 5 downloads since 2013-09-04 

You don't have the permssions to download the attachments of this post.
  • Popov
  • Popov
  • Lead Developer
  • Offline
  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 8,024

Re: [Solved] Strange stop Loss behaviour with German DAX CFD

Do you have "Protection_Max_StopLoss" set in expert?
Can you try same strategy on different chart and report what happens?

When I try to correct the stop loss manually, it can be changed, but after a couple of seconds it changes to the wrong value again.

Can you try to open position manually with SL 1500 on different charts and DAX 5?

I don't see MT4 screenshot. Can you post it again with Expert output visible.

Popov's Website

  • bold
  • Licensed Member
  • Offline
  • Registered: 2013-09-04
  • Posts: 107

Re: [Solved] Strange stop Loss behaviour with German DAX CFD

Yes, I use "Protection_Max_StopLoss".  First of all I will re-enter this value for all 5 wrong strategies. I admit that here I could make a mistake (e.g. 160 instead of correct 1600). Wait please 1 or 2 days, until several new trades will be started to check at least some strategies.

In the meantime, can you please confirm that I set Instrument properties for DAX in a correct way in FSB?
Digits: 1
Point value: 0,1
Lot size: 25
Spread in points: 15
Unfortunately, I could not find more fields where I could input other values, especially Tick value and Tick size.

  • Blaiserboy
  • Blaiserboy
  • Junior Part-Time Aspiring Space Cadet
  • Offline
  • From: Toronto
  • Registered: 2010-09-06
  • Posts: 2,849

Re: [Solved] Strange stop Loss behaviour with German DAX CFD

My broker uses 2 digits for Dax.

Blaiserboy's Website

  • Popov
  • Popov
  • Lead Developer
  • Offline
  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 8,024

Re: [Solved] Strange stop Loss behaviour with German DAX CFD

Using "Protection_Max_StopLoss" explains the behavior you have encounter.

See here how to set FSB: Set FSB by Using Information from FST

Popov's Website

  • bold
  • Licensed Member
  • Offline
  • Registered: 2013-09-04
  • Posts: 107

Re: [Solved] Strange stop Loss behaviour with German DAX CFD

RE: How to set FSB by Using Information from FST

Im sorry, but I am not able to set a correct DAX behaviour with an exact usage this manual.
My broker shows values:
Digits: 1
Point value: 0,1
Lot Size: 1
Spread in points: 15
Leverage: 400

How to set the fact that, trading 1 Lot, 1 Dax point means 25 EUR ? When I set above values, trade results are not shown correctly.

This was the reason why I asked about missing fields:
Tick Value: my broker shows 12.5
Tick Size : my broker shows 0,5

  • Popov
  • Popov
  • Lead Developer
  • Offline
  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 8,024

Re: [Solved] Strange stop Loss behaviour with German DAX CFD

Try something like this:

http://s11.postimg.org/9gwaplnr3/screenshot_93.jpg

Here I set base price in UNT. This is a fake currency, but it allows me to set its value in EUR.

http://s11.postimg.org/5prbh0zgf/screenshot_94.jpg

Popov's Website

  • bold
  • Licensed Member
  • Offline
  • Registered: 2013-09-04
  • Posts: 107

Re: [Solved] Strange stop Loss behaviour with German DAX CFD

I forgot to specify that I use a classical version of FSB, so that I am unfortunately not familiar with the Pro version.
But this issue is not so important, because I have already discovered my own way that helps me to achieve correct values - see the post No. 5. In fact, I just wanted to know your "official" opinion as a developer of this nice tool.

More important is, concerning the main issue of this discussion, that 3 of my "wrong" systems opened new trades today and all 3 stop loss values seem to behave correctly!

Thank you for your support and sorry for the excitement caused by my unwanted mistake.