The optimizer is set not to show commissions and when my strategy wins a trade of 10 pips and buying 40000 contracts in the optimizer it shows a profit of £40.00 profit, but when I play the same strategy through the playback connection and wins the same 10pips and again set at 40000 contracts the profit is £32.00?
I have had slippage set to 1 and 0 and it doesn't seem to make any difference
I am using the same forex GBPUSD instrument and have set the optimizer to high resolution and type tick and value 1, finding the trades are very similar to playback in comparison.
I can then put all the settings into the strategy Analyzer Backtest and the value of the trade is the same as the optimizer value for a 10 pip win = £40.00
When I then use playback, Market replay the trades are all the same in comparison but when the trades are made and a 10 pip profit is made and the same 40000 contacts set the profit shows only £32.00
I am not understanding why they are different, it seems that the same contract size is showing differing amounts between Playback 10pipsx40000contacts =£32.00 and optimizing and Backtest 10pipsx40000=£40.00
I cannot see any adjustment I can make to make them the same ?
Regards and thanks
Comment