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.
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DEFPARAMCumulateOrders=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.
Ifdate=20190417andcurrenttime=103000then
buy3contractsatmarket
endif
Ifdate=20190417andcurrenttime=104000then
buy3contractsatmarket
endif
Ifdate=20190418andcurrenttime=105000then
buy3contractsatmarket
endif
set targetprofit10
graphstrategyprofit
// 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.
.
