![]() There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all which can adversely affect trading results. for example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. ![]() In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk of actual trading. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. no representation is being made that any account will or is likely to achieve profits or losses similar to those shown in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. Hypothetical performance results have many inherent limitations, some of which are described below. Past performance is not necessarily indicative of future results. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Risk capital is money that can be lost without jeopardizing ones’ financial security or life style. An investor could potentially lose all or more than the initial investment. Using that function it is also possible to avoid to set the Lots Decimal and the Base Currency Exch Rate MM parameters that will become ininfluent.įutures and forex trading contains substantial risk and is not for every investor. If(MarketInfo(Symbol(),MODE_LOTSTEP)=0.01) If(MarketInfo(Symbol(),MODE_LOTSTEP)=0.1) - LotSize rounded regarding Broker LOTSTEP If (LotSize Largest_Lot) LotSize = Largest_Lot Verbose("Err: division by zero: StopLoss:",slSize," TickValue:",TickValue," LotSize:",LotSize) ĭouble Smallest_Lot = MarketInfo(Symbol(), MODE_MINLOT) ĭouble Largest_Lot = MarketInfo(Symbol(), MODE_MAXLOT) LotSize = MarketInfo(Symbol(),MODE_TICKSIZE) * riskPerTrade / (slSize * TickValue * MarketInfo(Symbol(),MODE_POINT) ) I’m a MQL programmer so I tried to correct the EAW sqMMFixedRisk function replacing it with a my own function that I report here below in order to help you to solve the bug: //- sqMMFixedRisk fixed by Riccardoĭouble sqMMFixedRisk (int orderMagicNumber, int orderType)ĭouble slSize = sqMMGetOrderStopLossDistance(orderMagicNumber, orderType) * gPointPow ĭouble riskPerTrade=AccountBalance() *(_riskInPercent/100) The transaction closes with a 1241 pips loss (= 63 x 34).Īctually to respect a Risk per Trade of 1%, the trading system should have open that trade with 0.34 lots and not 3.40 lots. The operation goes to market with 3:40 lots, so each pip is 34 USD. The trade # 79 is a BUY operation with Entry price at 1.3703 and SL at 1.3640. It means I could lose about 217 USD if I get the SL. Try looking for example what happens in the trade # 79 which I highlight in the attached image.īefore the #79 trade in my account I have a balance of 21680 USD, and I set a Risk per Trade 1%. On the trading system that I’m planning I fixed a risk per trade of 1% I would notice you that in my opinion EAW has a bugs in the calculation of the Money Management Risk with Fixed% of account equity. Hello Mark I’â„¢m Riccardo from Sapienza Finanziaria
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