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Historical tester does not recognize profits
 Post subject: Historical tester does not recognize profits Post rating: 0   New post Posted: Tue 18 Dec, 2018, 11:06 
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User rating: 21
Joined: Thu 19 May, 2011, 20:50
Posts: 365
Location: Germany, Munich
If you run a strategy in Historical Tester and a position does not get closed, the p/l is not recognized.

Example given
Run the attached EquityBug.jfx, deposit = 100'000 USD, USD/JPY, testing period: yesterday, visual mode on, Show reports on
If you run this on the current JForex 3.4.13 you will get a different strategy report result than running this on JForex 2.45.77!
(The result on JForex 2 is slightly different. I am also not sure why there is this imprecision between JForex 2 and 3, but it is in a range which is ok for the moment.)
Please compare the equity development screenshot of JForex3 with the strategy reports of both systems.

JForex 3.4.13
Image

JForex 3.4.13
Image

JForex 2.45.77
Image


Attachments:
JForex2HT_works.png [79.12 KiB]
Downloaded 111 times
JForex3HT_Bug.png [78.87 KiB]
Downloaded 111 times
Chart_USD_JPY_Hourly_snapshot.png [10.09 KiB]
Downloaded 115 times
EquityBug.java [989 Bytes]
Downloaded 70 times
EquityBug.jfx [2.49 KiB]
Downloaded 70 times
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 Post subject: Re: Historical tester does not recognize profits Post rating: 0   New post Posted: Tue 18 Dec, 2018, 16:52 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6078
Hello,

Yes, we know about this issue. Next platform release should fix this problem.


 

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