3 trades in a 7 trade basket stopped out for loss?

[protokop]

Hi guys,

I just happened to be watching my account this morning and I noticed that I had a buy basket of 7 trades on EURJPY however I could see a big loss recorded for closed baskets for today.

For some reason my basket of 7 buy trades suddenly became a basket of 4 buy trades. The first 3 trades closed due to hitting SL. Obviously straight after this occurred, MBC opened another trade to try to compensate for the missing trades. So now I have a basket of 5 buy trades that will not be able to account for the recent loss. That is fine it is a test account anyway. I'd more prefer to know how it happened as I thought MBC treated the basket as a whole.

I have attached the logs showing the EA setting 3 trades to SL at 130.021 and the remaining 5 trades set to 0.000. The current EURJPY buy basket still has a SL at 0.000 at this time.

The market opened at 00:00 GMT right, so the SL modify was at 00:11 GMT and the trades closed at 00:12 GMT (11 and 12 mins respectively after open).

Any ideas what I might have done wrong here? 

My understanding is that the SL should not change for part of the basket right?

FYI

I am using MBC 0.2E.

I am only using normal MBC and no AM and no hedging options.

I did not change any magic numbers after the basket started.

I did not change any settings in the EA after the basket started for that matter.

I have uploaded the full EA log  showing ALL EURJPY log entries from 00:11 to 00:12 GMT (time in log is local machine time) - nothing else outside this time frame affected the EURJPY

I have also uploaded an image of the closed trades listed in MT4.

If other log files or information will help let me know what you would like. 

Ta.

[Rick Drake]

That's definitely strange behavior alright. All of the stops in the basket should have been set the same. I'll have to look through what you sent and try to figure out what might have happened.

- Rick

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[protokop]

OK here's what I think triggered the SL to be set, but it doesn't explain when the three trades isolated themselves from the rest of the basket

Of the three trades they all have the same execution point.

So the middle trade is the break even. My SL was approx 214 pips below this BE for these 3 trades. Give or take a few pips for early monday morning low liquidity and viola I think this is how we get the SL.....

I have the following settings in set file - 

TrailBasketTarget3=-10

TrailBasketStop3=200

HOWEVER how did these three trades break away from the other 4? I can't find anything to explain that. 

My only conclusion is  there is an issue with the trailbasketstop setting of SL? 

BUT......

It happened again today with AUDUSD as it has trended again to a basket size of 8 trades. The first 2 trades isolated themselves from the rest of the basket. This time the SL was almost 200pips from the first trade #1 in the basket (trade #1 and #2 hit the stop). But why did the second trade have the same SL as the first trade at approx 170pips from its open? 

This is with a different broker to the previous occurrence yesterday and this time it was a live account. 

The numbers seem too close to the 200pip mark that I have my TS set so I assume the error is occurring there. But why are these trades getting isolated from the basket?

Let me know if there is something I can do to help test. 

If you would like and more info or clarification just shout out. :)

[Maria M]

Hi Protokop

I'm wondering if you by any chance updated the ea? MBC will place stop losses as soon as uploaded as it has AM set to true by default. Before you have a chance to change it will place stop losses you didn't have or change the ones you had.

That's what came to mind. Other than than it could be a bug. I found a bug in vers .2C I was still using in my live cents account. When I opened a manual hedge, right away it closed it, I tried it a couple of times to double check. This never happened before with previous versions.

Regards

Maria

 

It's not the strongest of species that survive, nor the most intelligent, but the ones who are the most responsive to change - Charles Darwin

 

As described by the Saints and Sages that came before, this is the time for Self Realisation. Your time is now! Go to http://www.sahajayoga.com.au/level_1/meditation.shtml click on experience it now.

---

From: protokop <prot...@gmail.com>
To: margrids-b...@googlegroups.com
Sent: Monday, 29 July 2013 10:54 AM
Subject: [margrids-battle-chest] 3 trades in a 7 trade basket stopped out for loss?

[protokop]

Hi Maria,

Thanks so much for your assistance.

I have AM disabled and I am not using any form of hedging. 

AntiMartingale=0

HedgeBreakouts=0

SlidingHedge=0

HedgeMaxBasket=0

HedgeNews=0

UseNewsServer=0

I am just using plain old Martingale with set TS points and the inner channel setting the TS as well. <--- (i believe it is these two conflicting)

I just noticed this in my account this morning....

A basket of 4 trades - the first two have a SL of 1.50189 and the second two have SL of 0.00000 (see screenshot)

In my opinion it appears to be an issue with the setting on the SL value. The TS point has been triggered for trade two and set the SL for the first two trades. However it hasn't updated for trades 3 and 4 in the basket. WTF?!

here are my TS values...

Donchian_Channels_Options=<->-<->-<->-<->-<->-<->-<->-<->-<->-<->-<->-<->-<->-<->-<->

BasketOuterChannelPeriod=10

BasketInnerChannelPeriod=2

HedgeOuterChannelPeriod=200

Trail_Basket_Stop_Options=<->-<->-<->-<->-<->-<->-<->-<->-<->-<->-<->-<->-<->-<->-<->

TrailBasketStops=1

TrailBasketTarget1=10

TrailBasketStop1=200

TrailBasketTarget2=0

TrailBasketStop2=200

TrailBasketTarget3=-10

TrailBasketStop3=200

----------------------------------

Rick, 

Do you think that it is the TrailBasketStop and the TS set by the inner channel that are messing the baskets/SL values up?

That is the only logical explanation I can think of at this stage.

Thanks for the help.

[Rick Drake]

This is quite strange... the stops in the basket should all have the same stop. Why they don't... that's the bug. Really strange!

- Rick

[protokop]

forgot to add this attachment showing the latest broken basket

[Maria M]

Hi Protokop

It could also be the same issue I have had a few months back. If your BE doesn't match the required SL for your broker than mbc has trouble getting the BE price you want because the broker won't allow for that particular pair. For example with my broker they require 8 pip distance for the nzd/usd once basket price has reached into BE mbc will try set the stop loss you have set in your BE or channel distance. If that's less than required for your broker as price moves your could end up with a different SL than you expected.

Other than that your Inner Channel period is mocroscopic-if your have your chart at 30m. I have mine set at 12. Just place Channels indicator on your chart and match the values and see what's happening.

Other question are you talking about closed or open trades?

Maria

 

It's not the strongest of species that survive, nor the most intelligent, but the ones who are the most responsive to change - Charles Darwin

 

As described by the Saints and Sages that came before, this is the time for Self Realisation. Your time is now! Go to http://www.sahajayoga.com.au/level_1/meditation.shtml click on experience it now.

From: protokop <prot...@gmail.com>
To: margrids-b...@googlegroups.com

Sent: Friday, 2 August 2013 10:46 AM
Subject: Re: [margrids-battle-chest] 3 trades in a 7 trade basket stopped out for loss?