MCFX performance report bug
Please see attached image file.
in "Strategy Properties",
in case of SLippage 0 -- 999 , Performance report work fine.
but, we use 1000 as slippage,
performance report display strange value.
now, THis backtest is 1 contract base.
if i use 100,000 contracts, in this case,
I have to enter 1000 x 100,000 as slippage.
this also is not allowd......
how to resolve this...
scale is not enough for japanese trader.
performance report bug
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Marina Pashkova
- Posts: 2758
- Joined: 27 Jul 2007
Dear Nakayama,
According to the 1st and the 2nd screenshots, exit from the first position was executed at 126.14. In the 3rd screenshot, the first position was exited at 126.08. Since the prices are different in the 3rd screenshot compared to the 1st and the 2nd ones, the profit will be different as well. This is why it can't be said that Slippage = 1000 resulted in the 0 profit value.
Could you please give us a screenshot where the price for the first trade will be the same in all the pictures?
Best regards.
According to the 1st and the 2nd screenshots, exit from the first position was executed at 126.14. In the 3rd screenshot, the first position was exited at 126.08. Since the prices are different in the 3rd screenshot compared to the 1st and the 2nd ones, the profit will be different as well. This is why it can't be said that Slippage = 1000 resulted in the 0 profit value.
Could you please give us a screenshot where the price for the first trade will be the same in all the pictures?
Best regards.