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Always profitable strategy (or ... incorrect overnight swaps in historic tester) http://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?f=16&t=56735 |
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Author: | mtnfx [ Wed 26 Sep, 2018, 20:14 ] | ||
Post subject: | Always profitable strategy (or ... incorrect overnight swaps in historic tester) | ||
This bug is actually mentioned by SMARTFX here: https://www.dukascopy.com/swiss/english ... 728#p94070 Since I did not notice it as already reported here - I'll do it my self. It looks like that problem is introduced in some of later versions of JForex. Steps to reproduce 1. Open two positions with the same amount in opposite directions: @Configurable("Instrument") 2. Run it in historic tester and see how profit is going to you .. Expected result - in real life this use-case actually should slowly eat your money each night because loss on negative swaps is always higher than profit on positive swaps.
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Author: | API Support [ Thu 27 Sep, 2018, 08:06 ] |
Post subject: | Re: Always profitable strategy (or ... incorrect overnight swaps in historic tester) |
Thanks for report. Yes, we know about this bug and now working on it. |
Author: | JP7 [ Thu 25 Oct, 2018, 17:58 ] | ||
Post subject: | Re: Always profitable strategy (or ... incorrect overnight swaps in historic tester) | ||
The problem is not fixed after the last platform update today. Order_BS_STAT_X2 strategy report for EUR/USD instrument(s) from 2018-08-31 21:00:00 to 2018-09-30 20:59:59 Account Currency USD Initial deposit 50000 Finish deposit 53659.23 Turnover 2320510 Comission 41.77 Parameters instrument EUR/USD slippage 2.0 amount 1.0 takeProfitPips 0 slPips 0 startBuing true startSelling true ordNR 1 Instrument EUR/USD First tick time 2018-08-31 21:00:00 First tick bid value 1.15997 First tick ask value 1.16054 Last tick time 2018-09-28 20:59:56 Last tick bid value 1.16019 Last tick ask value 1.16053 Positions total 2 Closed positions 0 Orders total 2 Bought 1.00 Sold 1.00 Turnover 2320510 Comission 41.77 Opened orders: Label Amount Direction Open price Profit/Loss at the end Profit/Loss at the end in pips Open date Comment EURUSD01540484275476 1.000 SELL 1.162174 1644 16.4 2018-08-31 21:00:10 SELL@Market0 EURUSD11540484275478 1.000 BUY 1.158133 2057 20.6 2018-08-31 21:00:10 BUY@Market1 Closed orders: Label Amount Direction Open price Close price Profit/Loss Profit/Loss in pips Open date Close date Comment Processing statistic: Function Time Calls Percent Ticks/Bars internal processing 18s 877.25ms 1983673 39.73% Account information calculations 16s 279.94ms 2340098 34.26% Ticks/Bars/Account Info data writing for charts 11s 607.97ms 2045082 24.43% Conditional orders processing 427.66ms 1983674 0.9% onTick method calls 181.42ms 1724474 0.38% Margin call/cut checks 84.99ms 1899073 0.18% onBar method calls 34.24ms 320608 0.07% onAccount method calls 18.16ms 356402 0.04% onMessage method calls 5.82ms 46 0.01% onStart method calls 1.54ms 1 0% Order changes processing "on server side" 1 0% onStop method calls 1 0% Ticks/Bars data reads 0 0% Historical data calls (including indicators data calls) 0 0% Indicator calculations 0 0% User tasks (IContext.executeTask) processing 0 0% Other operations 0 0% Event log: Time Event type Event text 2018-08-31 21:00:10 Order submitted Order [EURUSD01540484275476, EUR/USD, SELL, 1000000.0 at 0.0] submitted by the strategy 2018-08-31 21:00:10 Order submitted Order [EURUSD11540484275478, EUR/USD, BUY, 1000000.0 at 0.0] submitted by the strategy 2018-08-31 21:00:10 Order filled Order [EURUSD01540484275476, EUR/USD, SELL, 1000000.0 at 1.15997] filled 2018-08-31 21:00:10 Order filled Order [EURUSD11540484275478, EUR/USD, BUY, 1000000.0 at 1.16054] filled 2018-09-03 21:00:00 Commissions Commissions [41.77] 2018-09-03 21:00:00 Overnights Overnight commission [0.76] pips applied to order [EURUSD01540484275476, EUR/USD, SELL, 1000000.0] 2018-09-03 21:00:00 Overnights Overnight commission [-0.83] pips applied to order [EURUSD11540484275478, EUR/USD, BUY, 1000000.0] 2018-09-04 21:00:00 Commissions Commissions [0.0] 2018-09-04 21:00:00 Overnights Overnight commission [0.76] pips applied to order [EURUSD01540484275476, EUR/USD, SELL, 1000000.0] 2018-09-04 21:00:00 Overnights Overnight commission [-0.83] pips applied to order [EURUSD11540484275478, EUR/USD, BUY, 1000000.0] 2018-09-05 21:00:00 Commissions Commissions [0.0] 2018-09-05 21:00:00 Overnights Overnight commission [2.28] pips applied to order [EURUSD01540484275476, EUR/USD, SELL, 1000000.0] 2018-09-05 21:00:00 Overnights Overnight commission [-2.49] pips applied to order [EURUSD11540484275478, EUR/USD, BUY, 1000000.0] 2018-09-06 21:00:00 Commissions Commissions [0.0] 2018-09-06 21:00:00 Overnights Overnight commission [0.76] pips applied to order [EURUSD01540484275476, EUR/USD, SELL, 1000000.0] 2018-09-06 21:00:00 Overnights Overnight commission [-0.83] pips applied to order [EURUSD11540484275478, EUR/USD, BUY, 1000000.0] 2018-09-07 21:00:00 Commissions Commissions [0.0] 2018-09-07 21:00:00 Overnights Overnight commission [0.76] pips applied to order [EURUSD01540484275476, EUR/USD, SELL, 1000000.0] 2018-09-07 21:00:00 Overnights Overnight commission [-0.83] pips applied to order [EURUSD11540484275478, EUR/USD, BUY, 1000000.0] 2018-09-10 21:00:00 Commissions Commissions [0.0] 2018-09-10 21:00:00 Overnights Overnight commission [0.76] pips applied to order [EURUSD01540484275476, EUR/USD, SELL, 1000000.0] 2018-09-10 21:00:00 Overnights Overnight commission [-0.83] pips applied to order [EURUSD11540484275478, EUR/USD, BUY, 1000000.0] 2018-09-11 21:00:00 Commissions Commissions [0.0] 2018-09-11 21:00:00 Overnights Overnight commission [0.76] pips applied to order [EURUSD01540484275476, EUR/USD, SELL, 1000000.0] 2018-09-11 21:00:00 Overnights Overnight commission [-0.83] pips applied to order [EURUSD11540484275478, EUR/USD, BUY, 1000000.0] 2018-09-12 21:00:00 Commissions Commissions [0.0] 2018-09-12 21:00:00 Overnights Overnight commission [2.28] pips applied to order [EURUSD01540484275476, EUR/USD, SELL, 1000000.0] 2018-09-12 21:00:00 Overnights Overnight commission [-2.49] pips applied to order [EURUSD11540484275478, EUR/USD, BUY, 1000000.0] 2018-09-13 21:00:00 Commissions Commissions [0.0] 2018-09-13 21:00:00 Overnights Overnight commission [0.76] pips applied to order [EURUSD01540484275476, EUR/USD, SELL, 1000000.0] 2018-09-13 21:00:00 Overnights Overnight commission [-0.83] pips applied to order [EURUSD11540484275478, EUR/USD, BUY, 1000000.0] 2018-09-14 21:00:00 Commissions Commissions [0.0] 2018-09-14 21:00:00 Overnights Overnight commission [0.76] pips applied to order [EURUSD01540484275476, EUR/USD, SELL, 1000000.0] 2018-09-14 21:00:00 Overnights Overnight commission [-0.83] pips applied to order [EURUSD11540484275478, EUR/USD, BUY, 1000000.0] 2018-09-17 21:00:00 Commissions Commissions [0.0] 2018-09-17 21:00:00 Overnights Overnight commission [0.76] pips applied to order [EURUSD01540484275476, EUR/USD, SELL, 1000000.0] 2018-09-17 21:00:00 Overnights Overnight commission [-0.83] pips applied to order [EURUSD11540484275478, EUR/USD, BUY, 1000000.0] 2018-09-18 21:00:00 Commissions Commissions [0.0] 2018-09-18 21:00:00 Overnights Overnight commission [0.76] pips applied to order [EURUSD01540484275476, EUR/USD, SELL, 1000000.0] 2018-09-18 21:00:00 Overnights Overnight commission [-0.83] pips applied to order [EURUSD11540484275478, EUR/USD, BUY, 1000000.0] 2018-09-19 21:00:00 Commissions Commissions [0.0] 2018-09-19 21:00:00 Overnights Overnight commission [2.28] pips applied to order [EURUSD01540484275476, EUR/USD, SELL, 1000000.0] 2018-09-19 21:00:00 Overnights Overnight commission [-2.49] pips applied to order [EURUSD11540484275478, EUR/USD, BUY, 1000000.0] 2018-09-20 21:00:00 Commissions Commissions [0.0] 2018-09-20 21:00:00 Overnights Overnight commission [0.76] pips applied to order [EURUSD01540484275476, EUR/USD, SELL, 1000000.0] 2018-09-20 21:00:00 Overnights Overnight commission [-0.83] pips applied to order [EURUSD11540484275478, EUR/USD, BUY, 1000000.0] 2018-09-21 21:00:00 Commissions Commissions [0.0] 2018-09-21 21:00:00 Overnights Overnight commission [0.76] pips applied to order [EURUSD01540484275476, EUR/USD, SELL, 1000000.0] 2018-09-21 21:00:00 Overnights Overnight commission [-0.83] pips applied to order [EURUSD11540484275478, EUR/USD, BUY, 1000000.0] 2018-09-24 21:00:00 Commissions Commissions [0.0] 2018-09-24 21:00:00 Overnights Overnight commission [0.76] pips applied to order [EURUSD01540484275476, EUR/USD, SELL, 1000000.0] 2018-09-24 21:00:00 Overnights Overnight commission [-0.83] pips applied to order [EURUSD11540484275478, EUR/USD, BUY, 1000000.0] 2018-09-25 21:00:00 Commissions Commissions [0.0] 2018-09-25 21:00:00 Overnights Overnight commission [0.76] pips applied to order [EURUSD01540484275476, EUR/USD, SELL, 1000000.0] 2018-09-25 21:00:00 Overnights Overnight commission [-0.83] pips applied to order [EURUSD11540484275478, EUR/USD, BUY, 1000000.0] 2018-09-26 21:00:00 Commissions Commissions [0.0] 2018-09-26 21:00:00 Overnights Overnight commission [2.28] pips applied to order [EURUSD01540484275476, EUR/USD, SELL, 1000000.0] 2018-09-26 21:00:00 Overnights Overnight commission [-2.49] pips applied to order [EURUSD11540484275478, EUR/USD, BUY, 1000000.0] 2018-09-27 21:00:00 Commissions Commissions [0.0] 2018-09-27 21:00:00 Overnights Overnight commission [0.76] pips applied to order [EURUSD01540484275476, EUR/USD, SELL, 1000000.0] 2018-09-27 21:00:00 Overnights Overnight commission [-0.83] pips applied to order [EURUSD11540484275478, EUR/USD, BUY, 1000000.0] 2018-09-28 21:00:00 Commissions Commissions [0.0] 2018-09-28 21:00:00 Overnights Overnight commission [0.76] pips applied to order [EURUSD01540484275476, EUR/USD, SELL, 1000000.0] 2018-09-28 21:00:00 Overnights Overnight commission [-0.83] pips applied to order [EURUSD11540484275478, EUR/USD, BUY, 1000000.0] 2018-10-01 21:00:00 Commissions Commissions [0.0] 2018-10-01 21:00:00 Overnights Overnight commission [0.76] pips applied to order [EURUSD01540484275476, EUR/USD, SELL, 1000000.0] 2018-10-01 21:00:00 Overnights Overnight commission [-0.83] pips applied to order [EURUSD11540484275478, EUR/USD, BUY, 1000000.0]
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Author: | API Support [ Fri 26 Oct, 2018, 18:52 ] |
Post subject: | Re: Always profitable strategy (or ... incorrect overnight swaps in historic tester) |
This bug took a more time than planned, we actively working on it and will try release fixed version ASAP. We apologize for the inconvenience. |
Author: | JP7 [ Tue 30 Oct, 2018, 15:01 ] |
Post subject: | Re: Always profitable strategy (or ... incorrect overnight swaps in historic tester) |
Thank you ! Today after the last update all my strategies don't work no more and all of them are returning the same error message: 21:00:00 Strategy tester: java.lang.NoClassDefFoundError: com/dukascopy/api/JFXInject @ com.dukascopy.api.impl.ez.a(L:12) |
Author: | Platform Support [ Wed 31 Oct, 2018, 10:22 ] |
Post subject: | Re: Always profitable strategy (or ... incorrect overnight swaps in historic tester) |
Please update to version 3.4.10 |
Author: | JP7 [ Sun 17 Mar, 2024, 22:54 ] |
Post subject: | Re: Always profitable strategy (or ... incorrect overnight swaps in historic tester) |
Thank you |
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