Exit prices rounded to 2 digits (instrument has 4 digits)
Author: redline00
Creation Date: 5/31/2011 5:33 AM
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redline00

#1
Testing strategy on eurusd currency pair.
Look there is problem:



Everything is okay with entry prices. They are with 4 digits after separator.
But exit prices are all rounded to 2-nd digit. After it goes zeros.

Stop loss and takeprofit set to 0.3 and 0.5%.

In setting (Preferences -> advanced options -> decimal places) is set to 6, as you can see.

How to solve this problem ?

Thank you!
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Eugene

#2
This seems to be a part of the problem caused by Wealth-Lab 5.0-6.1 adjusting stop and limit trigger prices to a tick value for both stocks and futures (your exits use AtStop/AtLimit orders). (Another side effect is failing equality test for two floating point numbers, so stop/limit order that occur around tick boundaries may not trigger.)

Good news: starting from version 6.2 (hopefully this June), Wealth-Lab's behavior here will change. I just tested it in prerelease 6.2 on a FX symbol and couldn't reproduce the bug. Furthermore, there will be an option in Preferences preventing Wealth-Lab from adjusting stop/limit prices to an instrument's tick value, executing the orders at full decimal precision.
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