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beta 20 Strategy Analyzer profit col wrong

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    beta 20 Strategy Analyzer profit col wrong

    On the Trades tab:

    When displaying as percentages, the calculation of the profit column ignores the quantity column (e.g. calculation is for a quantity of 1), which in turn makes the cumulative profit column wrong.

    When displaying as points, profit column only displayed two decimal places which is insufficient for many derivatives e.g. currency futures.

    When displaying as currency, correct.

    Regards Bruce
    Last edited by BCGAU; 08-17-2010, 06:08 AM.

    #2
    Hi Bruce, using the % option is just a relative expression, I'm not sure why you feel the quantity should be included - http://www.ninjatrader-support.com/H...tedProfit.html

    The issues you reported with the calc mode set to points are still on our list to look into.

    Thanks

    Comment


      #3
      Hi Bertrand

      I expect the quantity to be included because the other two calculation modes included the quantity and as a result calculate correctly. That is without the quantity the displayed information is very misleading.

      Please consider the following sequence of trades as per the trades tab layout:


      Qty Entry Dir Action Profit Cum
      1 A Long Sell – profit 1% 1%
      1 A Long Sell - stop 0% 1%
      2 B Long Sell – stop -1% 0%


      The end result displayed is break even, but that's not reality, your actually down 1%

      Regards Bruce
      Last edited by BCGAU; 08-17-2010, 11:31 PM.

      Comment


        #4
        Thanks for clarifying Bruce - I see your point now, I'll forward it to be considered in the future.

        Comment

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