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Date/Time: Sat, 04 May 2024 18:13:06 +0000

Post From: Forex Futures Pip change issue (CAD, JPY, ...)

[2018-01-22 18:15:18] Link To Thread - Link To Post [Go To First Post]
User287992 - Posts: 51
Hi, we have a little problem with some futures eg. CAD, JPY. Let me explain this problem using CAD as an example. There was a pip change on July 11, 2016, which results in bars being filled with empty spaces prior this date. Please see attached screenshot to see what we mean. This situation results in messing with our strategy - take profit 50 becomes take profit 25 (prior July 11, 2016), volume at price is incorrect when calculating sum of more prices next to each other. (Since every other price is empty). We can obviously take care of this by adjusting the strategy - setting take profit 100 to really achieve 50 existing price ticks, etc. This method however messes up Trade Statistics. How? Well for instance, trade stats see a winning trade as a 100 ticks win, not 50 ticks win. Basically everything except number of trades and % winning trades is inacurate because of this. Can you implement some fix on your side in order to solve this issue completely? Or do we need to solve it somehow? Is there maybe some build-in function within SC, that we can turn on, which would adjust axis in accordance to existing prices? If not, could you give us advice on how to effectively fix this problem, in order to make Trade Statistics work correctly?


pip_change_issue.png / V - Attached On 2018-01-22 18:14:26 UTC - Size: 108.3 KB - 325 views