trade profit wrong - Stock

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birdman3000
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trade profit wrong - Stock

Postby birdman3000 » 09 May 2020

I have a backtest on ASCII Mapping data that is getting the correct entry and exit prices but is calculating the wrong PnL. I am testing on a simple Fixed 100 share position.

I have tried fixing this in the code (hard code to buy 100 shares) and also in Format > Strategy Properties >Maximum shares/contracts per position and ticked the Fixed Shares (set to 100).

In the strategy Performance Report > List of trades the Prices (entry and exit are correct) and the Contract column shows 100 (ie it appears as though the backtest is buying 100 shares) but the PnL is wrong.

I have tinkered in the Quote Manager > Edit Symbol but I can't see anything there. I have tried multiple Exchange and ECN Settings and multiple Price Scales.

I wonder whether it is doing any currency conversions that I can't find the setting for?

This should be very simple buying 100 shares at a price and selling it at another price.

Thanks
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JoshM
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Re: trade profit wrong - Stock

Postby JoshM » 13 May 2020

I wonder whether it is doing any currency conversions that I can't find the setting for?
If the currency setting in the strategy properties window is the same as the currency for the instrument's exchange (from the QuoteManager), then there shouldn't be a currency conversion happening by MultiCharts.

Does the instrument perhaps use an exchange that has a different currency than what your strategy uses?

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Svetlana MultiCharts
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Re: trade profit wrong - Stock

Postby Svetlana MultiCharts » 13 May 2020

Hello birdman3000,

Please set the correct Big Point Value for the instrument in QuoteManager -> Edit Symbol -> Settings:
https://www.multicharts.com/trading-sof ... Properties


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