Why did my equity decreased after the weekend (with fixed spread 12)
Besides prices that "gapped" down by at least 55 pips during the opening on Monday, you also have to consider the swap/roll-over costs: http://alpari.com/en/faq/trading_terms/overnight_swaps/
Alright thank you FMIC, I was not aware of that type of commissions, I have only seen that happen on weekends maybe it's different on real money accounts.
Orders held over 5 PM NY time have swap. Some brokers don't use the OrderCommission and OrderSwap but instead have entries in history (e.g. FXCM.)
Maybe this is a basic question but I can't figure this out
Why did my equity decreased more than usual from Friday 23:55 to Monday 00:00
Is there a commission I am being charged with? I am on Alpari demo server
According to my C++ simulation the equity at 00:00 should have been 9882.11 instead of 9880.83
strategy tester is configured with a fixed spread of 12 pips on both
currently my formula for equity is balance + each order Bid-open price
...before (test.cpp:65) equity+= -5.4 ( 1.20003 - 1.20543 )* 0.01 * 100000 (test.cpp:65) equity+= -4.26 ( 1.20003 - 1.20429 )* 0.01 * 100000 (test.cpp:65) equity+= -6.36 ( 1.20003 - 1.20321 )* 0.02 * 100000 (test.cpp:65) equity+= -8.43 ( 1.20003 - 1.20284 )* 0.03 * 100000 (test.cpp:65) equity+= -4.08 ( 1.20003 - 1.20105 )* 0.04 * 100000 (test.cpp:65) equity+= -2.15 ( 1.20003 - 1.20046 )* 0.05 * 100000 (test.cpp:69) total equity 9969.95 (strategy.h:68) 2015.01.02 23:50 Bid 1.20003 Ask 1.20015 balance 10000.63 equity 9969.95 margin 38.4604 freemargin 9931.4896 (test.cpp:65) equity+= -5.32 ( 1.20011 - 1.20543 )* 0.01 * 100000 (test.cpp:65) equity+= -4.18 ( 1.20011 - 1.20429 )* 0.01 * 100000 (test.cpp:65) equity+= -6.2 ( 1.20011 - 1.20321 )* 0.02 * 100000 (test.cpp:65) equity+= -8.19 ( 1.20011 - 1.20284 )* 0.03 * 100000 (test.cpp:65) equity+= -3.76 ( 1.20011 - 1.20105 )* 0.04 * 100000 (test.cpp:65) equity+= -1.75 ( 1.20011 - 1.20046 )* 0.05 * 100000 (test.cpp:69) total equity 9971.23 (strategy.h:68) 2015.01.02 23:55 Bid 1.20011 Ask 1.20023 balance 10000.63 equity 9971.23 margin 38.4604 freemargin 9932.7696 (test.cpp:65) equity+= -10.89 ( 1.19454 - 1.20543 )* 0.01 * 100000 (test.cpp:65) equity+= -9.75 ( 1.19454 - 1.20429 )* 0.01 * 100000 (test.cpp:65) equity+= -17.34 ( 1.19454 - 1.20321 )* 0.02 * 100000 (test.cpp:65) equity+= -24.9 ( 1.19454 - 1.20284 )* 0.03 * 100000 (test.cpp:65) equity+= -26.04 ( 1.19454 - 1.20105 )* 0.04 * 100000 (test.cpp:65) equity+= -29.6 ( 1.19454 - 1.20046 )* 0.05 * 100000 (test.cpp:69) total equity 9882.11 (strategy.h:68) 2015.01.05 00:00 Bid 1.19454 Ask 1.19466 balance 10000.63 equity 9882.11 margin 38.4604 freemargin 9843.6496 ...equity is wrong from here (test.cpp:65) equity+= -12.94 ( 1.19249 - 1.20543 )* 0.01 * 100000 (test.cpp:65) equity+= -11.8 ( 1.19249 - 1.20429 )* 0.01 * 100000 (test.cpp:65) equity+= -21.44 ( 1.19249 - 1.20321 )* 0.02 * 100000 (test.cpp:65) equity+= -31.05 ( 1.19249 - 1.20284 )* 0.03 * 100000 (test.cpp:65) equity+= -34.24 ( 1.19249 - 1.20105 )* 0.04 * 100000 (test.cpp:65) equity+= -39.85 ( 1.19249 - 1.20046 )* 0.05 * 100000 (test.cpp:69) total equity 9849.31 (strategy.h:68) 2015.01.05 00:05 Bid 1.19249 Ask 1.19261 balance 10000.63 equity 9849.31 margin 38.4604 freemargin 9810.8496