Support Board
Date/Time: Sat, 18 Jan 2025 07:39:44 +0000
Post From: Forex Futures Pip change issue (CAD, JPY, ...)
| [2018-01-24 12:47:00] |
| User287992 - Posts: 51 |
|
The problem is in different Tick Size before and after certain date on several instruments. In case of CAD the effective tick size is following: - before 2016-07-11: 0.0001 - after 2016-07-11: 0.00005 We are replaying CAD data for ACSIL strategy and this difference causes problems with tick based offsets, and when compensated within strategy, it creates problem in trade activity log and trade statistics. |