In an attempt to gain better understanding of grid
strategies I programmed a simple grid EA and then tried to make sense of the
Strategy tester Report output in Excel.
For the purpose of experiment I used a lot size of 0.1 and checked for
execution without errors.
Where there is a buy one lot followed by a sell one lot, the
figure in the profit column is the number of pips difference between buy and sell
multiplied by 0.1 as would be expected.
When there is a buy one lot followed by another buy one lot
followed by a sell one lot, things appear to become more complicated and I am
unable to determine how the profit figure is calculated.
Is anyone able to demonstrate how the profit column figure
is calculated as I am sure the problem must be in my understanding and not an
error in the Report Generator.