Backtest: position.NetProfit at close not matching History.Last().NetProfit
Backtest: position.NetProfit at close not matching History.Last().NetProfit
18 Feb 2024, 22:57
Hello,
I noticed that, when backtstesting, position.NetProfit values ( inside Positions_Closed() ) are not matching with those in the history table ( History.NetProfit ).
I checked this with 2 different brokers. Same outcome.
Instrument: US500
Replies
ncel01
19 Feb 2024, 08:23
RE: Backtest: position.NetProfit at close not matching History.Last().NetProfit
PanagiotisCharalampous said:
Hi ncel01,
Can you share an example cBot that allows us to reproduce this?
Best regards,
Panagiotis
Hi Panagiotis,
Can you please first try to check this by just adding a Print(o.Position.NetProfit) inside Positions_Closed()?
I need to create a whole cBot sample for this. I'll do it in case the above is not working with you.
Just let me know.
@ncel01
PanagiotisCharalampous
19 Feb 2024, 10:34
RE: RE: Backtest: position.NetProfit at close not matching History.Last().NetProfit
ncel01 said:
PanagiotisCharalampous said:
Hi ncel01,
Can you share an example cBot that allows us to reproduce this?
Best regards,
Panagiotis
Hi Panagiotis,
Can you please first try to check this by just adding a Print(o.Position.NetProfit) inside Positions_Closed()?
I need to create a whole cBot sample for this. I'll do it in case the above is not working with you.
Just let me know.
Works fine for me
@PanagiotisCharalampous
ncel01
19 Feb 2024, 11:00
RE: RE: RE: Backtest: position.NetProfit at close not matching History.Last().NetProfit
PanagiotisCharalampous said:
ncel01 said:
PanagiotisCharalampous said:
Hi ncel01,
Can you share an example cBot that allows us to reproduce this?
Best regards,
Panagiotis
Hi Panagiotis,
Can you please first try to check this by just adding a Print(o.Position.NetProfit) inside Positions_Closed()?
I need to create a whole cBot sample for this. I'll do it in case the above is not working with you.
Just let me know.
Works fine for me
Panagiotis,
Please use an index as well and let me know.
I've noticed in the past that, unlike forex, similar issues applied to indices.
@ncel01
PanagiotisCharalampous
20 Feb 2024, 07:00
Hi ncel01,
Understood. The root cause of the problem is the same as in the other thread. It will be resolved in an upcoming update.
Best regards,
Panagiotis
@PanagiotisCharalampous
ncel01
20 Feb 2024, 08:09
RE: Backtest: position.NetProfit at close not matching History.Last().NetProfit
PanagiotisCharalampous said:
Hi ncel01,
Understood. The root cause of the problem is the same as in the other thread. It will be resolved in an upcoming update.
Best regards,
Panagiotis
Hi Panagiotis,
That's what I thought.
Thanks for confirming!
@ncel01
PanagiotisCharalampous
19 Feb 2024, 06:36
Hi ncel01,
Can you share an example cBot that allows us to reproduce this?
Best regards,
Panagiotis
@PanagiotisCharalampous