Run 1: Commission=0.00 Slippage=0.00
Run 2: Commission=0.01 Slippage=0.00
Run 3: Commission=0.00 Slippage=0.01
Run 4: Commission=0.01 Slippage=0.01
I then compared a particular trade in the Trade Analysis / List of Trades window with the values returned by the PosTrade* functions. The trade was:
Entry: Buy 5097 shares @ $19.62
Exit: Sell 5097 shares @ $19.86
In the List of Trades window, the "Profit $" field is reported as:
Code: Select all
Run 1: $1223.28
Run 2: $1121.34
Run 3: $1121.34
Run 4: $1019.40
However, here is what gets reported by the PosTrade* functions:
Code: Select all
PosTradeCommission PosTradeProfit
Run 1 $0.00 $1223.28
Run 2 $50.97 $1172.31
Run 3 $50.97 $1172.31
Run 4 $101.94 $1121.34
Do I misunderstand what the PosTrade* functions are supposed to return?
Thanks,
Mike