CFD Backtesting Margin Calculations Bug

PanagiotisCharalampous
07 Dec 2023, 06:41

Hi there,

Can you please share the complete cBot code and your broker so that we can reproduce this behavior?

Best regards,

Panagiotis

Intetics
08 Dec 2023, 11:38 ( Updated at: 11 Dec 2023, 09:36 )

RE: CFD Backtesting Margin Calculations Bug

PanagiotisCharalampous said: 

Hi there,

Can you please share the complete cBot code and your broker so that we can reproduce this behavior?

Best regards,

Panagiotis

Hi, 

sure, that's the whole code:

using cAlgo.API;
using cAlgo.API.Internals;
using System;
using System.Linq;

namespace cAlgo.Robots
{
    [Robot(TimeZone = TimeZones.EasternStandardTime, AccessRights = AccessRights.FullAccess)]
    public class FreeMarginBug : Robot
    {
        [Parameter(DefaultValue = "Hello world!")]
        public string Message { get; set; }

        protected override void OnStart()
        {
            Print(Message);
        }

        protected override void OnBar()
        {
            if (Time == new DateTime(2023, 03, 20, 12, 0, 0))
            {
                double qty = 109;
                Print($"Account Balance: {Account.Balance}");
                Print($"Margin Before: {Account.Margin}");
                Print($"Free Margin Before: {Account.FreeMargin}");
                Print($"Price: {Symbol.Ask}");
                ExecuteMarketOrder(TradeType.Buy, SymbolName, qty, "MyBot", 40, 20, "Test", false);
                Print($"Expected Margin: {qty * Symbol.Ask / Symbol.DynamicLeverage.First().Leverage}");
                Print($"Actual Margin: {Account.Margin}");
                Print($"Free Margin After: {Account.FreeMargin}");
            }
        }
    }
}

Steps to reproduce:

1. Create a new bot “FreeMarginBug”
2. Select Apple as a financial instrument
3. Set the first date of the backtesting to 19/03/2023
4. Run the backtesting and check the log window 

Additional data:

• Broker: PepperStone
• Account Type: Test
• Account Balance: 10,000

The same happens with any stock CFD on any date and any quantity. Specific stock and date was choosen just to simplify the debugging process.

PanagiotisCharalampous
11 Dec 2023, 09:30

Hi again,

Thank you. We managed to reproduce the problem and we will fix it in an upcoming release.

Best regards,

Panagiotis

Intetics
11 Dec 2023, 11:25

RE: CFD Backtesting Margin Calculations Bug

PanagiotisCharalampous said: 

Hi again,

Thank you. We managed to reproduce the problem and we will fix it in an upcoming release.

Best regards,

Panagiotis

Thanks @PanagiotisCharalampous . Does cTrader autoupdate on a new version? I can't seem to find this option in the settings.

PanagiotisCharalampous
11 Dec 2023, 12:52

RE: RE: CFD Backtesting Margin Calculations Bug

Intetics said: 

PanagiotisCharalampous said: 

Hi again,

Thank you. We managed to reproduce the problem and we will fix it in an upcoming release.

Best regards,

Panagiotis

Thanks @PanagiotisCharalampous . Does cTrader autoupdate on a new version? I can't seem to find this option in the settings.

Hi,

Yes it does.

Best regards,

Panagiotis

PanagiotisCharalampous
11 Dec 2023, 12:52

RE: RE: CFD Backtesting Margin Calculations Bug

Intetics said: 

PanagiotisCharalampous said: 

Hi again,

Thank you. We managed to reproduce the problem and we will fix it in an upcoming release.

Best regards,

Panagiotis

Thanks @PanagiotisCharalampous . Does cTrader autoupdate on a new version? I can't seem to find this option in the settings.

Hi,

Yes it does.

Best regards,

Panagiotis

ncel01
22 Dec 2023, 14:14 ( Updated at: 23 Dec 2023, 08:45 )

Panagiotis,

For your reference, I believe that similar issues have been reported here:
https://ctrader.com/forum/calgo-support/41606
https://ctrader.com/forum/calgo-support/42331

PanagiotisCharalampous
23 Dec 2023, 08:49

RE: CFD Backtesting Margin Calculations Bug

ncel01 said: 

Panagiotis,

For your reference, I believe that similar issues have been reported here:
https://ctrader.com/forum/calgo-support/41606
https://ctrader.com/forum/calgo-support/42331

Hi ncel01,

Thanks, the issue was reproduced and will be fixed in an upcoming version.

Panagiotis