Hi Prorealtime,

I have found what I believe to be an error with the strategyprofit command, while cumulateorders = true.

Yes, you can accuse me of double posting from the tail end of this thread here – https://www.prorealcode.com/topic/strategyprofit-when-cumulating-true/

But the more I look at this, the more I realise that it’s a software problem that other forum members can’t help me with – and a problem that I really need to be fixed.

If you run the below code in the FTSE 100 Cash $1AUD market – time set at UTC 1+00, it will show the problem that I’m talking about.

DEFPARAM CumulateOrders = true

// This code is meant to show the errors that I'm seeing with the STRATEGYPROFIT code
// Market for this particular code is the FTSE $1AUD 10 minute market - time set at UTC 1+00 London British Summer Time
// Strategyprofit is not showing the money made for all trades. I don't mind if we have to be totally off market for strategyprofit to work - I could live with that - but what's happening is that it's missing trades that launch and close inbetween other trades that remain open. I have checked the excel drag and drop too from the closed positions list - and that confirms this - that STRATEGYPROFIT is missing trades and not reading all trades. This is realistically a big problem - as we rely on this function to ascertain trade - and then portfolio - performance. I basically can't track how much money I'm making/losing, which means that for a fixed fractional reinvestment strategy, you don't know your balance, so you can't reinvest properly. 
// The below are a subset of trades from my strategy that clearly show this problem. 

If date = 20190417 and currenttime=103000 then
 buy 3 contracts at market
endif

If date = 20190417 and currenttime=104000 then
buy 3 contracts at market
endif

If date = 20190418 and currenttime=105000 then
buy 3 contracts at market
endif

set target profit 10

graph strategyprofit

// This set of trades were all successful and made a combined 3 x $30 = $90 of profit. The prorealtime equity curve of this is $90 profit. The closed positions list says $90 of profit. However, the STRATEGYPROFIT of this is only $30. This means that the figure that I then have to reinvest is much much smaller than what it actually is. This then stifles system performance.

I have also attached a screen grab of this code being run.

In a nutshell, strategyprofit isn’t capturing the values of all the trades run. I could live with having to be totally off the market before strategyprofit gave you a value, however it’s the missing values/trades that is causing me a problem.

Am also just about to Ctrl+M this and send in an error report that way as well.

Can you please look at this, and fix the issue.

Thanks,

Finning.

Capture4.jpg