RC1 Strategy Analyzer calculation of profits Bug

[alexr]

Enter to a position like:

EnterLong(0, QuantityFull, fromEntrySignalLong);

first target:

ExitLongLimit(0, true, Position.Quantity >= Quantity1 ? Quantity1 : Position.Quantity, priceTarget, fromEntrySignalTarget1, fromEntrySignalLong);

stop order:

ExitLongStopMarket(0, true, Position.Quantity, priceStop, fromEntrySignalStop, fromEntrySignalLong);

then the stop order modified after triggered the first target:

ChangeOrder(orderStop, Position.Quantity, 0, priceLong);

Instead profitable considers the deal as unprofitable, but $6.25 - $5.12 = $1.43. Not minus.
In fact 8 out of 33 transactions at a loss, but the tester finds that 17 of the 33 unprofitable.

[NinjaTrader_Matthew]

Thanks for your report. There was a bug identified where the profit calculation would incorrectly charge twice the commission for the entry when pairing the trade with the exit:

$6.25 - (2 entries $5.12 + 1 exit $2.56) == $-1.43

RC2/B14 will include a fix which uses the correct commission calculation:

$6.25 - (1 entry $2.56 + 1 exit $2.56) == $+1.13


10380 Fixed Commissions Profit commission calculation issue on a Trade was incorrect in scale in/out case