performance report bug
Posted: 11 Jan 2008
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.
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.