Strategy Results , Equity Chart do not have Swap cost


In Strategy Results , in Equity Chart tab , the Equity charts do not include Swap cost .



For example, as you can see on the attached chart, the Equity seem to be profitable at the end of 2022 


but the strategy won't exit the trade because the real Net profit is in Loss


The Equity Chart is misleading without the Swap cost and commission


We can not see without the swap and commission where the the trade could exit on the chart


Please include the Commission and Swap Cost in the Equity curve

Attachments
image-0.png
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  • Votes +2
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

E
#1

Emmanuel

04.11.2022 14:31

Task created

E
#2

Emmanuel

04.11.2022 14:31
Voted for this task.
Fs
#3

Fortunate

04.11.2022 14:32
Voted for this task.
TT
#4

Tamas

11.11.2022 09:33

Status changed from New to Refused

Hello Emmanuel, that is not true. Equity chart includes swap/commission.


Please check if Comm/Swap is calculated in your case correctly. Go to Results->Trade list and add column Comm/Swap as you can see on my printscreen.


Equity chart is calculated from the values displayed on  Results->Trade list / ProfitLoss column.


Please let me know if anything is not clear.

E
#5

Emmanuel

11.11.2022 13:02


Hello Tamas,


No , equity chart does not include swap and commission 


How would it be possible ? 


SQX equity chart calculus is based on open trades, and open trade calculus does not include the commission or swap cost.


The swap cost and the commission trade is added only when the trade is closed   


(we can read it in the java code,  the open trade do not have the commission or swap included, it is calculated only when the trade is closed)


I know it because I had to create Open PL function including the swap cost   , furthermore  this was confirm in  our coding session




TT
#6

Tamas

11.11.2022 13:29

Attachment image-0.png added

image-0.png
(126.55 KiB)
Hello, equity chart is calculated from closed orders. 


Maybe do you mean "Daily Equity" feature on context menu ? 

E
#7

Emmanuel

11.11.2022 13:55
yes I mean the daily equity


On the chart; (above) , we can see the equity is in profit and the strategy keeping the trade open because the trade was in loss in reality with its swap cost




Votes: +2

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