Deviation in daily period analysis v12 (Build 16179)

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signalworks
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Deviation in daily period analysis v12 (Build 16179)

Postby signalworks » 18 Jun 2018

Hi,

Compared to version 11, I noticed a discrepancy in the calculation of the DailyPeriodAnalysis. I used two charts with different charttypes (point and p&f), both of which should give the same results. In v11 this works exactly (see pic "11.0 Release (Build 16148)_dailySum_exactly matched.png"). In v12, the trade results are calculated correctly, but the DailyPeriodAnalysis (and subsequent) are listed differently.

Regards, sw
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12.0 (Build 16179)_dailySum_not matched.PNG
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11.0 Release (Build 16148)_dailySum_exactly matched.PNG
11.0 Release (Build 16148)_dailySum_exactly matched.PNG (8.48 KiB) Viewed 521 times

signalworks
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Re: Deviation in daily period analysis v12 (Build 16179)

Postby signalworks » 18 Jun 2018

In addition to the above: the deviation in v12 is no longer present if the "Break on Session" option is activated in the p&f-chart settings. However, the variance is unlikely to exist even without activating the option, since the individual trade results are the same, but have been cumulated differently.

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Anna MultiCharts
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Re: Deviation in daily period analysis v12 (Build 16179)

Postby Anna MultiCharts » 19 Jun 2018

Hello, signalworks!

We couldn’t reproduce this on our end using our data.
Please send your workspace, studies used in it (can be simplified) with which this can be reproduced and the export of symbols with data in QMD format (https://www.multicharts.com/trading-sof ... rting_Data) for reproducing the issue in Offline mode to support@multicharts.com if you’d like our engineers to check this.

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Re: Deviation in daily period analysis v12 (Build 16179)

Postby signalworks » 24 Jul 2018

Hello,
Is the Daily Period Analysis overview somewhere adjustable (or is there another totals daily order overview) so that only trades based on exit minus entry (and costs) are listed there? For overnight positions, it is known that current positions are calculated up to session close. And from a new session start the value until the exit. I need a list where only the total trade results are listed per day. Thanks.

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Anna MultiCharts
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Re: Deviation in daily period analysis v12 (Build 16179)

Postby Anna MultiCharts » 24 Jul 2018

signalworks,

At the moment there’re no plans to implement such functionality. If you’d like to have it you can leave a feature request on this page: http://www.multicharts.com/pm/
The current behavior corresponds to the situations when positions are left open overnight, that’s why it’s implemented this way.


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