1 Topic by okeyossai (edited by okeyossai 2019-04-17 14:13:44)

  • Registered: 2019-01-12
  • Posts: 35

Topic: EA opens more lot sizes than specified

Hi,

I'm testing out a simple strategy on live account. It has 0.05 entry lot, add 0.01 lot, max 0.07 lot and reverse 0.07 lot. It also has a negative martingale of 0.50.

I've been testing the strategy on multiple currency pairs for 7 days now. It is a high frequency EA and can open numerous trades in a day. Everything works fine and the strategy so far performs better in live trading than what FSB suggests. I also checked that the negative martingale works ok. So, if a loss trade occurs, the next lot size is halved. That is okay.

However, I noticed odd opening lot sizes. 3 different currency pairs have randomly opened trades at 0.10, 0.11 and 0.12 lot sizes. Since these are random 3 trades in over 500 trades, I'm not sure what the problem is and whether it can be recreated. Has anyone trading high frequency EAs noticed this kind of discrepancy? I'm a little worried that the EAs can open random trades higher than the specified lot size.

PS:
I'm trading this same strategy on multiple timeframes and multiple currency pairs (since it works on all pairs). So, I may have many trades open at the same time. With so many trade instructions sent to the broker about the same time? Can this be a problem? I'm scratching my head to find out why. I was thinking whether the problem is related to the negative martingale, but it seems to be working ok. However, I'm not sure if there is a bug somewhere in the negative martingale implementation that makes it to both half the lot size after a loss and also randomly double it at other times.

  • Popov
  • Popov
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  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 7,885

Re: EA opens more lot sizes than specified

Please try to track the previous deals of the strategy that has the strange volume. Probably you can do that by the Magic Number in the Comment column.

Popov's Website

  • Registered: 2019-01-12
  • Posts: 35

Re: EA opens more lot sizes than specified

Hi Popov,

I downloaded the account history and discovered that there are actually 5 cases.

AUDCAD: previous deal was a winning trade. It had entry lot 0.05 and two additions of 0.01 which were all winning positions (sell). The strange order (0.12 lot) is a new buy trade which is a reversal of the previous sell trade.

EURAUD: previous deal was a winning sell trade. 0.05 entry lot and 0.01 addition. Strange order (0.11 lot) is a buy trade which is a reversal of the previous sell trade.

EURNZD: previous deal was a winning buy trade. 0.05 entry lot and no addition. Strange order(0.10 lot) is a sell trade which is a reversal of the previous buy trade.

GBPAUD: previous deal was a winning buy trade. 0.05 entry lot and 0.01 addition. Strange order (0.06 lot) is a sell trade which is a reversal of the previous buy trade.

GBPJPY: previous deal was a winning sell trade. 0.05 entry lot and no addition. Trade closed at take profit. Strange order (0.10 lot) is a buy trade opened 9 seconds after the previous sell trade. I'm not sure if this is a reversal trade or not.

  • Registered: 2019-01-12
  • Posts: 35

Re: EA opens more lot sizes than specified

I was trading these EAs on both demo and live but decided to discontinue the demo because of limited VPS resources. I have just looked at the few demo trades to see if I could see a pattern.

The GBPJPY 0.10 lot trade happened at the same time in demo and live.

The GBPAUD 0.06 lot trade in live was 0.11 lot in demo.

I also saw other trades which were 0.11 in demo but 0.05 lot in live account. All these trades are from the same magic number and happened at exactly the same time.