I am autotrading the emini down jones 'YM' contract. It is 5 dollars a tick.
My feed is iqfeed and broker OEC. Both have the correct price and under order and position tracker all numbers for account are correct.
The problem is that the strategy report shows incorrect profit values which then makes backtesting pointless.
Please see image below and notice trade number 1 which has 7 tick profit should be (7*$5)= $35 instead the report shows only $4
See trade number 2 which has a 12 tick profit which is (12*5)=$60 bucks and the report shows only $29 bucks.
How do i fix this?
Stretegy Report Showing wrong Profit Calculations in MC7
Stretegy Report Showing wrong Profit Calculations in MC7
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- YMwrongProfit.JPG
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Henry MultiСharts
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Re: Stretegy Report Showing wrong Profit Calculations in MC7
Hello Guppy.
Go to Quote Manager-make a double click on the IQFeed symbol and go to the Settings tab.
Please attach a screenshot of that window.
Please also attach the screenshot of the OEC symbol's settings tab.
Go to Quote Manager-make a double click on the IQFeed symbol and go to the Settings tab.
Please attach a screenshot of that window.
Please also attach the screenshot of the OEC symbol's settings tab.
Re: Stretegy Report Showing wrong Profit Calculations in MC7
Attached are both settings under quotemanger edit symbols. the one on the left is iqfeed the one on the right is oec.
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- IQandOEC.JPG
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Henry MultiСharts
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Re: Stretegy Report Showing wrong Profit Calculations in MC7
Have you set any commission in the settings?
Please attach a screenshot of Strategy properties:
in MultiCharts->Format->Strategy properties->Properties tab.
Is the profit calculated properly in Backtesting?
Please attach a screenshot of Strategy properties:
in MultiCharts->Format->Strategy properties->Properties tab.
Is the profit calculated properly in Backtesting?
-
Henry MultiСharts
- Posts: 9165
- Joined: 25 Aug 2011
- Has thanked: 1264 times
- Been thanked: 2957 times
Re: Stretegy Report Showing wrong Profit Calculations in MC7
The issue is solved. Guppy had a commision of 3 per trade and 12.50 for slippage.
The calculation is correct.
The calculation is correct.