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Wrong Equity after Merging - a Bug?
 Post subject: Wrong Equity after Merging - a Bug? Post rating: 0   New post Posted: Mon 18 Feb, 2013, 15:24 

User rating: 0
Joined: Mon 28 Jan, 2013, 15:30
Posts: 6
Location: SwitzerlandSwitzerland
Hi support

I've never used order merging before, but the strategy I am currently testing must apply mergers, which happens very smoothly indeed. However, every time a merger takes place, my equity drops, even if a have winning trades! To make the subject clear I am attaching a report from the historical tester.

As you see I have only winning trades amounting to 26.19$, less the commissions (6.35$), I should have won 19.84$. Instead I start with an equity of 4'000$ and end up with 3994.2$

Why!?

I read again all the support pages about merging orders, and there it's written, that merging doesn't influence the equity or the commissions in any way.
Next, I manually calculated the commission by adding the amounts of all opened positions as well as those from the successfully closed ones, except those closed by merging. So basically there is always a commission on opening but only on "normal" aka. non-merger close. My number here says 5.74$ instead of 6.35$ but even this difference doesn't explain the equity glitch.

The REAL problem is that the live system has the same behaviour. Before writing this post I started the strategy live making 6 mergers but all closing positive at the end. Nevertheless I ended up with a loss! What is going on here? Is this a bug or am I misunderstanding some fundamentally important things?


Attachments:
File comment: Report from the tester
TestStrategy_18022013_141934.zip [7.04 KiB]
Downloaded 305 times
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 Post subject: Re: Wrong Equity after Merging - a Bug? Post rating: 0   New post Posted: Tue 19 Feb, 2013, 10:36 

User rating: 0
Joined: Mon 28 Jan, 2013, 15:30
Posts: 6
Location: SwitzerlandSwitzerland
This seems to be a severe bug.
I found out that the glitch happens in the base equity calculation just after a merge.
During equity and balance stay the same after merging, a mysterious amount always get subtracted from the base equity.
Should I send you a sample strategy or did you already see this?


 

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