This is a futures backtest. Only one contract per position. Commissions is set to zero. The tick size is set to .01 and round lot size is set to 1. However, changing these numbers doesn't seem to change the Profit per trade outcome. Any other ideas/suggestions?
Thanks in advance, Steve --- In [email protected], "TH" <[EMAIL PROTECTED]> wrote: > > Multiplier on symbol, what is this, the number of shares? What have you set > your commission to? Commissions are subtracted from p/l. If your multiplier > is not #shares (since you show $250) are you talking about futures? What > have you set Tick Size and Round Lot Size to? > > I and many other have checked the back-tester many times. No one has ever > found an error. > > -----Original Message----- > From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf > Of sslack88 > Sent: Wednesday, June 14, 2006 11:53 AM > To: [email protected] > Subject: [amibroker] Profit calculation errors in backtest report > > After creating a backtest I was looking at the profit calculation on > the backtest report. I have noticed a lot of profit calculations > being off by +/- $0.01 or $0.02. It seems like a rounding error, or > decimal place error. > > Entry was 607.08 > Exit was 606.65 > > Difference is -0.43 > > Multiplier on Symbol is $250 > > Profit should be (250 * -0.43) = -107.50 > > However, the profit is showing -107.48 > > What is the issue with this? > > > > > > > Please note that this group is for discussion between users only. > > To get support from AmiBroker please send an e-mail directly to > SUPPORT {at} amibroker.com > > For other support material please check also: > http://www.amibroker.com/support.html > > > Yahoo! Groups Links > ------------------------ Yahoo! Groups Sponsor --------------------~--> See what's inside the new Yahoo! Groups email. http://us.click.yahoo.com/2pRQfA/bOaOAA/yQLSAA/GHeqlB/TM --------------------------------------------------------------------~-> Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
