Large Equity Jumps with Live Paper Forex

QuantConnect / Lean

Lean Algorithmic Trading Engine by QuantConnect (Python, C#)

https://lean.io

Apache License 2.0

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Closed jaredbroad closed 8 years ago

jaredbroad commented 8 years ago

Large account equity changes when trading FX paper trading. Jumps timed precisely with trades so likely is an issue with the cashbook model.

2016-07-25 13_07_54-algorithmic trading platform - quantconnect com

jaredbroad commented 8 years ago

Issue appears using the symbols: public string[] Symbols = { "EURUSD" , "GBPUSD", "NZDUSD", "AUDUSD", "USDCAD", "EURGBP", "GBPAUD", "USDCHF"};

Multiple jumps with these trades tradelog.xlsx

2016-07-25 17_53_36-algorithmic trading platform - quantconnect com