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.