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Multiplier on symbol, what is this, the number of shares? What have you set
your commission to? Commissions are subtracted from p/l. If your multiplier
is not #shares (since you show $250) are you talking about futures? What
have you set Tick Size and Round Lot Size to?
I and many other have checked the back-tester many times. No one has ever
found an error.
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of sslack88
Sent: Wednesday, June 14, 2006 11:53 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Profit calculation errors in backtest report
After creating a backtest I was looking at the profit calculation on
the backtest report. I have noticed a lot of profit calculations
being off by +/- $0.01 or $0.02. It seems like a rounding error, or
decimal place error.
Entry was 607.08
Exit was 606.65
Difference is -0.43
Multiplier on Symbol is $250
Profit should be (250 * -0.43) = -107.50
However, the profit is showing -107.48
What is the issue with this?
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