I have simple strategy, a MA crossover, only ever trades 1 contract... and the errors are clearly NOT related to Bid/Ask spread or any other such artifact. They are simply, and very evidently, completely rubbish in many instances.
Clear example: Multiple trades, some winners, some losers,and MAE/MFE are both reported as the SAME VALUE !!! Seriously, that is so wrong it is not funny. And no appeals to Bid/Ask etc, or indeed any other factor, alter the fact that the CODE IS CLEARLY WRONG !!!
Please see the marked up Trade Performance Report that highlights the obvious idiotic errors. In fact, there is a pattern... in this case, every other trade's MAE/MFE is bogus.
Prior to running this report I performed a Repair Database. After the Exit on Session Close trade... things just go down the toilet...
When can we get past "show it in Sample MA Crossover". Seriously... the reporting engine does need to work on more complex strategies... albeit my strategy is in essence fundamentally the same... go long on crossabove, go short on crossbelow. Yes I have some additional logic to filter trades.. but the basic trade execution is THE SAME pattern as the much-quoted Sample MA thing.
Regards,
T.
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