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My point value is $250. It is getting the entry and exit prices
correct, but when you take the difference of those two numbers and
multiply by 250 it is coming out $0.02 off.
> > > 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
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
>
> what is your pointvalue?
>
> --
> Cheers
> Graham
> AB-Write >< Professional AFL Writing Service
> Yes, I write AFL code to your requirements
> http://e-wire.net.au/~eb_kavan/ab_write.htm
>
>
> On 16/06/06, sslack88 <jzzpiano88@xxx> wrote:
> > 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@> 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
> > > SUPPORT {at} amibroker.com
> > >
> > > For other support material please check also:
> > > http://www.amibroker.com/support.html
> > >
> > >
> > > Yahoo! Groups Links
> > >
> >
> >
> >
> >
> >
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
> >
> >
>
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