Total of unrealized net
Total of unrealized net
05 Sep 2022, 08:55
Greetings,
As shown below, in backtesting, the total of unrealized net gives wrong value sometimes, and correct value sometimes.
Producing such behavior is simply by choosing different end dates and check the number, while of course the cBot must have the ability to open multiple positions at the same time.
For easing things, when positions are too many just move to another date so you can manually check the value.
Replies
PanagiotisCharalampous
05 Sep 2022, 12:28
Hi aranath,
Can you share some code that will allow us to reproduce this behavior?
Best Regards,
Panagiotis
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grandom
05 Sep 2022, 13:09
RE:
PanagiotisCharalampous said:
Hi aranath,
Can you share some code that will allow us to reproduce this behavior?
Best Regards,
Panagiotis
https://ctrader.guru/?repository=ema-power&category=cbots
Allow more than 1 trade, 5 or 10, the key thing is to have possibility to have multiple open positions at the end of a backtest.
Any cBot may have this possibility as long as no restriction is imposed on max number of positions allowed at any moment.
@grandom
PanagiotisCharalampous
05 Sep 2022, 15:46
Hi aranath,
Can you share parameters and dates? I have a hard time reproducing this.
Best Regards,
Panagiotis
Join us on Telegram and Facebook
@PanagiotisCharalampous
grandom
06 Sep 2022, 07:22
( Updated at: 21 Dec 2023, 09:22 )
RE:
PanagiotisCharalampous said:
Hi aranath,
Can you share parameters and dates? I have a hard time reproducing this.
Best Regards,
Panagiotis
Ok here we go.
The parameters are saved on file uploaded on https://drive.google.com/file/d/1wYawUXzcb9VP9-ZHp887SOM5kZU1PFQD/view?usp=sharing
and can be used on the cBot previously mentioned.
Backtest settings as shown in picture below
Backtest time frame: 5 min
Backtest start date: 8/3/2022
Examples of end dates that will generate positions of faulty unrealized net total:
14/03/2022
16/03/2022
18/03/2022
21/4/2022
22/4/2022
21/05/2022
31/07/2022
After cTrader team checks that, it will be necessary to check the same thing for the optimization engine, whether the unrealized net of open positions is faulty for optimization engine or not. If both engines share the same block of code responsible for the calculation of unrealized net, then such step won't be necessary, well the team knows better the whole picture and how such bug links to other components and the impact on other features, I think you get my point.
@grandom
PanagiotisCharalampous
06 Sep 2022, 09:00
Hi aranath,
Thank you, we will have a look at this.
Best Regards,
Panagiotis
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PanagiotisCharalampous
05 Sep 2022, 11:40
Hi aranath,
Which cTrader version do you use?
Best Regards,
Panagiotis
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@PanagiotisCharalampous