0 Open price results in abnormal Profit/Loss

When using AWCloud Stockpicker to generate strategies, sometimes when looking at the List of trades, you will see an Open price of zero.  The corresponding Profit/Loss will be approx 100 times greater than all other trades in the List of trades.  This makes the strategy and results untrustworthy.




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  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

BT
#1

EndUser

29.12.2022 17:26

Task created

BT
#2

EndUser

31.12.2022 17:08

Attachment Strategy 0645.sqx added

Attachment Strategy 0661.sqx added

Attachment Strategy 0707.sqx added

Attachment Strategy 0931.sqx added

Attachment Strategy 01141.sqx added

Attachment Strategy 01725.sqx added

Strategy 01725.sqx
(165.98 KiB)
Strategy 01141.sqx
(39.51 KiB)
Strategy 0931.sqx
(588.89 KiB)
Strategy 0707.sqx
(193.16 KiB)
Strategy 0645.sqx
(86.40 KiB)
Strategy 0661.sqx
(433.85 KiB)
It appears that the problem only presents on Long strategies, not on Short.  The starting capital doesn't seems to make a difference to the bug.
TT
#3

Tamas

10.01.2023 09:38

Status changed from New to Fixed

Thanks for reporting the bug. Fixed


There was problem with checking gaps in data sets.

E
#4

Emmanuel

15.01.2023 10:09
Voted for this task.

Votes: +1

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