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ATM doesn't work when using AutomaticRetest for WFM or SPP

When comparing Net Profit, on the same strategy, after using WFM or SPP, you will find the Net Profit is different from the original strategy, even though ATM is enabled. Here's before and after.

Attachments

Strategy 07543.sqx

(65.74 KiB)

Strategy 05166.sqx

(77.72 KiB)

Strategy 010216.sqx

(101.88 KiB)

Strategy 05128.sqx

(71.62 KiB)

image-1.png

(7.87 KiB)

Strategy 02484.sqx

(85.97 KiB)

image-0.png

(156.46 KiB)

image-2.png

(35.84 KiB)

Strategy 09311.sqx

(62.99 KiB)

Strategy 08333.sqx

(61.46 KiB)

Strategy 053301.sqx

(84.13 KiB)

Votes +1
Project StrategyQuant X
Type Bug
Status New
Priority Normal

History

EndUser

22.05.2023 01:31

Task created

Emmanuel

22.05.2023 03:27

Voted for this task.

Votes: +1