Hello all,

how do I find out what commission is being used in the backtesting and possibly specify it?

Does
getProfitLossInAccountCurrency() from the IOrder class include commission?

Any other info relating to commission regarding backtesting would be great.

Thanks,
jForexUser

Hi,
Commissions in the historical tester is used according the Dukascopy Bank commission policy https://www.dukascopy.com/swiss/english/ ... on-policy/. You can see order commission in USD in the historical tester report.

The method getProfitLossInAccountCurrency() does not include commission.

But this is total commission. Can you please post code which calculates net profit without commission after an order has been closed?

I have used this method for creating reports for historical back tests. My strategy doesn't allow multiple opened/active orders at the same time. Thus one trade follows the other.

Trade A:
enter date: 30 January 2006 06:00:00
enter equity: 5000.0
exit date: 30 January 2006 18:37:30
net profit: 70.0

Trade B:
enter date: 30 January 2006 19:00:00
enter equity: 5069.1
exit date: 30 January 2006 23:37:30
net profit: 89.50

If the mentioned method returns real profit why then the enter equity of Trade B isn't equal to the sum of enter equity of Trade A and profit of Trade A ?

How is the net profit computed?

enter date: IOrder.getCreationTime()
enter equity: before I submit order I get current equity with IAccount.getEquity() and put it into order's comment. And after the order has been closed I parse the comment.
exit date: IOrder.getCloseTime()
net profit: IOrder.getProfitLossInAccountCurrency()

The method getProfitLossInAccountCurrency() does not include commission.

So why is then enter equity of previous trade (5000.0) + profit of previous trade (70.0) is greater than enter equity of the next trade? (5069.1)

enter equity of Trade B = (equity of Trade A) + (profit/loss of Trade A) - commission

Yes. I have already figured it out.
But the original question was "Can you please post code which calculates net profit without commission after an order has been closed?"
I meant method which would return 69.1 instead of 70.

In the next release of JForex client a new method will be available - IOrder.getCommission().

It would be great.
If your strategy doesn't allow multiple active/opened orders then you can iterate over all trades and calculate it by substracting enter equity from enter equity of the next trade.
But I don't have an idea how to "derive" profit without commission when your strategy allows multiple opened/active orders.

When this release is planned for?

Please refer to Desktop Platforms > FAQ section of this forum: viewforum.php?f=81