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unexpected P/L after merge in historical tester
nicejack
 Post subject: unexpected P/L after merge in historical tester Post rating: 0   New post Posted: Thu 26 Feb, 2015, 12:52 
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Hi Support,

there is probably a bug in historical tester:

please have a look at the P/L !!!
    11:39:46 Order [mergeOrder] sucessfully closed : CLOSED BUY amount= 0.005000 open price= 183.7450 close price= 183.6470 P/L pips= -9.8 P/L in account currency= -4.12
    11:39:46 Order [order2] sucessfully closed : CLOSED SELL amount= 0.003000 open price= 183.6470 close price= 183.6470 P/L pips= 0.0 P/L in account currency= 0.00
    11:39:46 Order [order1] sucessfully closed : CLOSED BUY amount= 0.008000 open price= 183.7450 close price= 183.7450 P/L pips= 0.0 P/L in account currency= 0.00
    11:39:46 After merge...1424822415469[2015-02-25 00:00:15.469+0000] / 183.671 / 183.647
    11:39:46 Order [mergeOrder] sucessfully filled : FILLED BUY amount= 0.005000 open price= 183.7450 close price= 0.0000 P/L pips= -9.8 P/L in account currency= -4.12
    11:39:46 merge...1424822415469[2015-02-25 00:00:15.469+0000] / 183.671 / 183.647
    11:39:46 Order [order2] sucessfully filled : FILLED SELL amount= 0.003000 open price= 183.6470 close price= 0.0000 P/L pips= -2.4 P/L in account currency= -0.61
    11:39:46 Order [order1] sucessfully filled : FILLED BUY amount= 0.008000 open price= 183.7450 close price= 0.0000 P/L pips= -9.8 P/L in account currency= -6.60
    11:39:46 Before merge...1424822415469[2015-02-25 00:00:15.469+0000] / 183.671 / 183.647


that would be nice , but is ( unfortunately) impossible...


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BugReportProfitLossOfMergedOrders.java [4.36 KiB]
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API Support
 Post subject: Re: unexpected P/L after merge in historical tester Post rating: 0   New post Posted: Wed 04 Mar, 2015, 08:47 
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When several orders are merged into one order they don't affect the total equity.
Merge result order has P/L that represents total P/L of all orders closed in merge.
 
nicejack
 Post subject: Re: unexpected P/L after merge in historical tester Post rating: 0   New post Posted: Wed 04 Mar, 2015, 18:32 
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thx for your answer and you are right but how can i fetch the real P/L after merge??? The P/L of the closed part is 0.0d and thats definitively not right!

in my example:
total P/L before merge: -6.60 + -0.61 = -7.21
total P/L after merge : -4.12 !!!
 
API Support
 Post subject: Re: unexpected P/L after merge in historical tester Post rating: 0   New post Posted: Thu 05 Mar, 2015, 12:17 
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This is correct because the two orders have different amounts.
 
nicejack
 Post subject: Re: unexpected P/L after merge in historical tester Post rating: 0   New post Posted: Fri 06 Mar, 2015, 14:33 
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??? :(
Have you read my post?

The correct answer: It is currently impossible to fetch the P/L of the closed part, because it is not implemented.
 
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