using floating point in FX markets?

• 02/18/2019 at 7:49 PM #91679
  aland

  I wrote a code that works in GBP/USD and was trying to test it on EUR/JPY today. but I saw the decimal point was in a different place (so instead of 1.2934 it was 129.34)

  I created a param called multiplicationFacotr and just divided by 100 and thought it would work. BUT…

  the program totally ignores my stake size requests. no matter what I put there the position size is set to 1 and the amount won/loss is way over the amount I am setting

  Here is a short part of the program (I didn’t think it was useful to post it all here). what am I doing wrong?

  DEFPARAM CumulateOrders = false ONCE multiplicationFactor=10000 ONCE startTime = 090000 ONCE endTime = 093000 ONCE stopLoss=0 ONCE entryBuffer=10/multiplicationFactor ONCE profitState=0 ONCE openProfitLoss=0 ONCE myBarIndex=0 ONCE myBarIndexFlag=0 ONCE maxBarIndex=250 ONCE maxPips=10/multiplicationFactor ONCE maxLoss = 10/multiplicationFactor ONCE state=0 // **************** INIT PARAMS SHORT/LONG ***********************/ ONCE stakeSizeShort=0 ONCE stakeSizeLong=0 ONCE shortTriggered = 0 ONCE longTriggered = 0 ONCE stopLimitShort=maxPips ONCE stopLimitLong=maxPips ONCE stopLimitBoth = maxPips // **************** END INIT PARAMS SHORT/LONG ***********************/ IF intradaybarindex=0 THEN maxprice=0 minprice=100*close ENDIF IF time>=startTime AND time<=endTime THEN maxprice= MAX(maxprice, high) minprice= MIN(minprice, low) ENDIF IF time = endTime THEN myBuyprice = maxprice +EntryBuffer mySellprice= minprice -EntryBuffer stopLoss = myBuyprice - mySellprice profitState = STRATEGYPROFIT ENDIF stakeSizeShort = maxLoss/stopLoss stakeSizeLong = maxLoss/stopLoss shortTriggered = 0 longTriggered = 0 openProfitLoss = 0 ENDIF IF NOT ONMARKET THEN myBarIndex=0 myBarIndexFlag=0 IF profitState>=STRATEGYPROFIT AND longTriggered=0 THEN BUY stakeSizeLong CONTRACTS AT myBuyprice stop SET TARGET PROFIT stopLimitLong ENDIF IF profitState>=STRATEGYPROFIT AND shortTriggered=0 THEN SELLSHORT stakeSizeShort CONTRACTS AT mySellprice stop SET TARGET PROFIT stopLimitShort ENDIF SET STOP LOSS stopLoss ELSIF ONMARKET THEN IF SHORTONMARKET THEN shortTriggered=1 openProfitLoss =tradeprice(1)-low SET TARGET PROFIT stopLimitShort ENDIF IF LONGONMARKET THEN LongTriggered=1 openProfitLoss = high-tradeprice(1) SET TARGET PROFIT stopLimitLong ENDIF ENDIF

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  DEFPARAM CumulateOrders = false ONCE multiplicationFactor=10000   ONCE startTime     = 090000 ONCE endTime    = 093000 ONCE stopLoss=0 ONCE entryBuffer=10/multiplicationFactor ONCE profitState=0 ONCE openProfitLoss=0 ONCE myBarIndex=0 ONCE myBarIndexFlag=0 ONCE maxBarIndex=250 ONCE maxPips=10/multiplicationFactor ONCE maxLoss = 10/multiplicationFactor ONCE state=0 // ****************   INIT PARAMS SHORT/LONG ***********************/   ONCE stakeSizeShort=0 ONCE stakeSizeLong=0   ONCE shortTriggered = 0 ONCE longTriggered = 0   ONCE stopLimitShort=maxPips ONCE stopLimitLong=maxPips ONCE stopLimitBoth = maxPips   // ****************   END INIT PARAMS SHORT/LONG ***********************/     IF intradaybarindex=0 THEN maxprice=0 minprice=100*close ENDIF   IF time>=startTime AND time<=endTime THEN maxprice= MAX(maxprice, high) minprice= MIN(minprice, low) ENDIF     IF time = endTime  THEN myBuyprice = maxprice +EntryBuffer mySellprice= minprice -EntryBuffer stopLoss = myBuyprice - mySellprice profitState = STRATEGYPROFIT ENDIF     stakeSizeShort = maxLoss/stopLoss stakeSizeLong = maxLoss/stopLoss shortTriggered = 0 longTriggered  = 0 openProfitLoss = 0     ENDIF     IF NOT ONMARKET THEN   myBarIndex=0 myBarIndexFlag=0 IF profitState>=STRATEGYPROFIT AND longTriggered=0 THEN BUY stakeSizeLong CONTRACTS AT myBuyprice stop SET TARGET PROFIT stopLimitLong     ENDIF IF profitState>=STRATEGYPROFIT AND shortTriggered=0 THEN SELLSHORT stakeSizeShort CONTRACTS AT mySellprice stop SET TARGET PROFIT stopLimitShort   ENDIF   SET STOP LOSS stopLoss ELSIF ONMARKET THEN     IF SHORTONMARKET THEN shortTriggered=1 openProfitLoss =tradeprice(1)-low SET TARGET PROFIT stopLimitShort     ENDIF   IF LONGONMARKET THEN LongTriggered=1 openProfitLoss = high-tradeprice(1) SET TARGET PROFIT stopLimitLong ENDIF ENDIF

   

  

  aland

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  02/20/2019 at 9:13 PM #91869
  GraHal

  Surely this can’t be correct?

  100* a close of (for example) 1.3200 can’t be what you want??

  minprice=100*close

  1	minprice=100*close

   

   

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  aland

  

  GraHal

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  02/21/2019 at 12:35 AM #91889
  aland

  This is just setting the min value so that the first low will surely be greater and will replace this value. so it is a temp param to start the min (x,y) function

  I will explain in the other thread a bit more about the problem, maybe that would shed some light on the issue.

  Thanks again!

  

  aland

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  02/21/2019 at 9:13 AM #91897
  Vonasi

  aland wrote:

  I will explain in the other thread a bit more about the problem,

  aland – This is a prime example of why double posts on the same subject are frowned upon. Please refrain from double posting with future topics as it just leads to confused and fragmented discussion. If you think your first question has not received any answers because it was maybe not clear enough then a second reply on the same topic to clarify things and to bump it back to the top of the list works far better than double posting.

  For anyone reading this in the future and wondering where the other discussion is – it is here:

  https://www.prorealcode.com/topic/how-to-change-code-between-fx-markets/

  I think it is best if everyone posts only there from now.

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  Vonasi

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