Posted By: pcz
Is Zorro's rollover calculation wrong? - 03/05/17 14:57
Let's take this minimal example:
When I check the trade log it seems that all the trades opened between 13:00 and 22:00 (and closed on the next day) have no rollover despite being held for 25 hours. From what I understand this is not how rollover usually works.
Code:
#include <default.c> function run() { StartDate = 20170101; BarPeriod = 60; LifeTime = 25; enterShort(); set(LOGFILE); }
When I check the trade log it seems that all the trades opened between 13:00 and 22:00 (and closed on the next day) have no rollover despite being held for 25 hours. From what I understand this is not how rollover usually works.