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[SQ4 B8] Swap / Commission not taken in account

The Swap / Commission is ignored in generated strategies. Reproduce by:

1) See attached screenshot "config.jpg": I´ve configured $5 (happens even if I set it to $500, haha) commission per lot and 0.7 pip slippage in the Builder settings and also in the Symbol itself (commission of $5)



2) See attached screenshot "results.jpg": This shows a strategy which was generated with these settings. The commission has not been taken into account. This also becomes clear if looking at the marked trades entry and exit price (trading 1 lot), it exactly equals the $ of the entry and exit price, without any commission subtracted. 


Thank you.



Attachments
results.jpg
results.jpg
(543.79 KiB)
config.jpg
config.jpg
(308.47 KiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Urgent

History

g
#1

geektrader

07.03.2018 06:26

Task created

g
#2

geektrader

07.03.2018 07:05
I´ve just verified this in detail with the Retester (assuming that the engine is the same that is being used in the Builder part): it only affects the Commission. Regardless to what I set it, it´s always ignored, never changes the backtest results. Slippage and spread are working fine it seems, the backtest outcome changes if changing these.
g
#3

geektrader

07.03.2018 10:14

Subject changed from [SQ4 B8] Swap / Commission (and possibly also Slippage / Spread) not taken in account to [SQ4 B8] Swap / Commission not taken in account

Description changed:

The Swap / Commission is ignored in generated strategies. Reproduce by:

1) See attached screenshot "config.jpg": I´ve configured $5 (happens even if I set it to $500, haha) commission per lot and 0.7 pip slippage in the Builder settings and also in the Symbol itself (commission of $5)



2) See attached screenshot "results.jpg": This shows a strategy which was generated with these settings. The commission has not been taken into account. This also becomes clear if looking at the marked trades entry and exit price (trading 1 lot), it exactly equals the $ of the entry and exit price, without any commission subtracted. 


Thank you.



MF
#4

Mark Fric

17.04.2018 05:28

Status changed from New to Fixed

b
#5

beppil

02.02.2019 12:16
Voted for this task.
Votes: +1

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