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Re: Is Zorro's rollover calculation wrong?
[Re: jcl]
#465009
03/25/17 16:13
03/25/17 16:13
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Joined: May 2016
Posts: 180 Prague
pcz
OP
Member
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OP
Member
Joined: May 2016
Posts: 180
Prague
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Having this trade:
Type Lots Open Close Entry Exit Profit Roll
T1/Short 1 2015-01-09 11:00 2015-01-12 07:00 0.8136 0.82442 -104.22 -3.03
T6/Short 1 2015-01-09 11:00 2015-01-12 07:00 0.8136 0.82442 -107.25 -6.06
Printing the trade roll gives me this for T1 data (using hour() and minute() functions when printing; BarPeriod is 60):
...
2015-01-09 19:00, 0.000000
2015-01-11 23:00, 0.000000
2015-01-12 00:00, 0.000000
2015-01-12 01:00, -3.030200
2015-01-12 02:00, -3.030200
2015-01-12 03:00, -3.030200
2015-01-12 04:00, -3.030200
2015-01-12 05:00, -3.030200
2015-01-12 06:00, -3.030200
For T6 data this:
...
2015-01-09 19:00, 0.000000
2015-01-11 23:00, 0.000000
2015-01-12 00:00, -3.030200
2015-01-12 01:00, -6.060400
2015-01-12 02:00, -6.060400
2015-01-12 03:00, -6.060400
2015-01-12 04:00, -6.060400
2015-01-12 05:00, -6.060400
2015-01-12 06:00, -6.060400
9.1.2015 was Friday and 12.1. was Monday.
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Re: Is Zorro's rollover calculation wrong?
[Re: jcl]
#465025
03/27/17 19:30
03/27/17 19:30
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Joined: May 2016
Posts: 180 Prague
pcz
OP
Member
|
OP
Member
Joined: May 2016
Posts: 180
Prague
|
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