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This is a futures backtest. Only one contract per position.
Commissions is set to zero. The tick size is set to .01 and round
lot size is set to 1. However, changing these numbers doesn't seem
to change the Profit per trade outcome. Any other ideas/suggestions?
Thanks in advance,
Steve
--- In amibroker@xxxxxxxxxxxxxxx, "TH" <MagicTH@xxx> wrote:
>
> 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?
>
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
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