SYMBOL_TRADE_TICK_VALUE_LOSS vs SYMBOL_TRADE_TICK_VALUE_PROFIT - page 3

[amrali]

Alain Verleyen #:

I already provide these data in the topic, not ?

Sorry, I mean ticks for the whole second duration (+/-1 sec) around the time the position was closed. because I suspect the terminal has some synchronization (timing) issues. 

[Alain Verleyen]

amrali #:

Sorry, I mean ticks for the whole second duration (+/-1 sec) around the time the position was closed. because I suspect the terminal has some synchronization (timing) issues. 

I already posted it. You want more ?

Forum on trading, automated trading systems and testing trading strategies

SYMBOL_TRADE_TICK_VALUE_LOSS vs SYMBOL_TRADE_TICK_VALUE_PROFIT

Alain Verleyen, 2023.02.21 20:54

No. Please check the link to the original post to get all information ;-)

The bid and ask were known and the bid was 1.44725. I checked the history, this trade was close exactly at 2022.08.28 23:05:00.871 and at that time here are the ticks :

The loss is clearly calculated using 1/Ask, not 1/Bid.

[Alain Verleyen]

Alain Verleyen #:

I already posted it. You want more ?

There is no tick before that because it was a Sunday.

[Jean Sebastien Paquet]

Alain Verleyen #:

I already posted it. You want more ?

This is really frustrating Alain, not gonna lie, I'm still trying to figure out what is happening in this example and I don't understand why it would use the ask to convert the loss, this make no sense... I'm still trying to understand though...

[amrali]

Wait few minutes. I am posting the results of the test I ran it.

See it and then decide.

[Alain Verleyen]

Jeepack #:

This is really frustrating Alain, not gonna lie, I'm still trying to figure out what is happening in this example and I don't understand why it would use the ask to convert the loss, this make no sense... I'm still trying to understand though...

Yeah...I can't figure it out either.

[amrali]

Forum on trading, automated trading systems and testing trading strategies

Serious bug in the OrderCalcProfit() function

amrali, 2023.02.21 23:35

Ok, this is a proof based on numbers from the terminal (not theories).

I ran the test on two different terminal, one with an account currency = EUR, the other's account currency is USD.

First I use a script, to open positions on all forex symbols on the market watch using a large position size as possible. I increased the demo balance to the maximum 100K to do the tests.

Then, I used a second script "2. AnalyzePositionProfits_Script.mq5" to analyze profits of all open positions, using these methods:

• POSITION_PROFIT field
• OrderCalcProfit() function
• SYMBOL_TRADE_TICK_VALUE_xxxx
• Conversions from profit currency -> account currency

The script outputs the results to csv file. I always use Ron's CSV editor to read csv files. https://www.ronsplace.ca/Products/RonsEditor/Download

Here is the result from the EUR account:

Here is the result from the USD account:

As can be seen  POSITION_PROFIT is sometimes (but not always) equal to profit calculation using  OrderCalcProfit(). The reason for this may be a timing (sync) issue between the ticks on the server used to calculate the POSITION_PROFIT  field and the later ticks reaching the terminal. So, my conclusion is that the value of the POSITION_PROFIT field is calculated on the server, independent of the quote data arriving to the terminal in that exact moment.

All the other methods are matching my previous calculations:

1. SYMBOL_TRADE_TICK_VALUE_LOSS  is used to calculate profit of BUY orders.
2. SYMBOL_TRADE_TICK_VALUE_PROFIT  is used to calculate profit of SELL orders.
3. No correlation between the TICK_VALUE_xxxx names (PROFIT/LOSS) and the price type (BID/ASK) of profit/account currency conversion rate.
4. The price type (BID/ASK) of the profit/account conversion pair depends to two things: (a) the type of the order (b) position of account currency in the pair (first or second).
5. It was better if the names were SYMBOL_TRADE_TICK_VALUE_BUY (for SYMBOL_TRADE_TICK_VALUE_LOSS) and SYMBOL_TRADE_TICK_VALUE_SELL (for SYMBOL_TRADE_TICK_VALUE_PROFIT)

[Jean Sebastien Paquet]

Alain Verleyen #:

Yeah...I can't figure it out either.

Maybe they convert the AUD loss to GBP first and then they convert from GBP to EUR... I'm not sure but I read something like that once, I'm going to try to read something on this topic tonight to double check

[amrali]

Jeepack #:

This is really frustrating Alain, not gonna lie, I'm still trying to figure out what is happening in this example and I don't understand why it would use the ask to convert the loss, this make no sense... I'm still trying to understand though...

I am also having no explanation for your trade @Alain Verleyen. I told you before it is contradictory to my previous tests.

[Alain Verleyen]

amrali #:

I am also having no explanation for your trade @Alain Verleyen. I told you before it is contradictory to my previous tests.

I will check your results and investigate further on my side.

Will post my feedback...not sure when though.