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> From: Dark Hacker <hacker@xxxxxxxxxxxxxxx>
> To: omega-list@xxxxxxxxxx
> Subject: More weirdness
> Date: Friday, June 12, 1998 10:53 PM
>
>
> Consider the following System and Trade By Trade reports. Even
> when trades are profitable, they are not reported as such. The
> overall System Report says that NO trades were profitable, yet there
> are clearly profitable trades in there.
>
> It isn't a system problem since I clearly exit with profitable
> trades (at least a few!).
>
> The standouts are 7/28/97 and 8/18/97....
>
> - Hacker
>
> 07/28/97 Buy 100 28.000
>
> 08/05/97 LExit 100 32.250 $ -975.00 $
> -41550.00
> 08/18/97 Buy 100 28.000
>
> 08/27/97 LExit 100 30.000 $ -1200.00 $
What values are you using for Commission which is per unit (100 units times
$10 = $1000) and slippage which is per buy or sell.
Rich Davidson
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