USD pair lot sizes are off

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I have an EA that i use for back testing and figuring out my strategy.  I am using the 1.5 times the ATR for my stoploss and I am using $20,000 for my risk.   Everything is perfect for 25 currency pairs, but the 3 pairs that have USD as the base currency are being calculated wrong.  I can't figure it out.




//This is only for backtesting. I realize there is not error checking for account size, etc


double Tick = MarketInfo(Symbol(), MODE_TICKVALUE) / MarketInfo(Symbol(), MODE_TICKSIZE);

double riskAmount = 20000;

double LotSize =(riskAmount / ((ATR*1.5) * Tick));
LotSize = MathRound(LotSize / MarketInfo(Symbol(), MODE_LOTSTEP)) * MarketInfo(Symbol(), MODE_LOTSTEP);





heres a same of the USD pairs giving me problems:

SL -28326.4 USDCAD
SL -27662.3 USDCAD
SL -27550.7 USDCAD
SL -27338.8 USDJPY
SL -26893.3 USDJPY
SL -24639.5 USDJPY
SL -21705.8 USDCHF
SL -21572.9 USDJPY
SL -21138.4 USDJPY
SL -20878.1 USDCHF
SL -20724.2 USDCAD
SL -20541.8 USDJPY
SL -20307.1 USDJPY
SL -20267.6 USDCHF
SL -20022.8 USDCHF
SL -19635.8 USDCHF
SL -19632.4 USDCHF
SL -19489.1 USDJPY
SL -19396.1 USDCHF
SL -18648.4 USDCHF



all 25 of the other pairs are always within a few dollars of 20000 whenever a SL is hit

 
Never risk more than a small percentage of your trading funds, certainly less than 2% per trade, 6% total.

Risk depends on your initial stop loss, lot size, and the value of the pair. It does not depend on margin and leverage. No SL means you have infinite risk.

  1. You place the stop where it needs to be — where the reason for the trade is no longer valid. E.g. trading a support bounce the stop goes below the support.
  2. AccountBalance * percent/100 = RISK = OrderLots * (|OrderOpenPrice - OrderStopLoss| * DeltaPerLot + CommissionPerLot) (Note OOP-OSL includes the spread, and DeltaPerLot is usually around $10/pip but it takes account of the exchange rates of the pair vs. your account currency.)
  3. Do NOT use TickValue by itself - DeltaPerLot and verify that MODE_TICKVALUE is returning a value in your deposit currency, as promised by the documentation, or whether it is returning a value in the instrument's base currency.
              MODE_TICKVALUE is not reliable on non-fx instruments with many brokers - MQL4 programming forum 2017.10.10
              Is there an universal solution for Tick value? - Currency Pairs - General - MQL5 programming forum 2018.02.11
              Lot value calculation off by a factor of 100 - MQL5 programming forum 2019.07.19
  4. You must normalize lots properly and check against min and max.
  5. You must also check FreeMargin to avoid stop out

Most pairs are worth about $10 per PIP. A $5 risk with a (very small) 5 PIP SL is $5/$10/5 or 0.1 Lots maximum.

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