- ago
There is very strange bug in Wealthlab 8 build 151. I run a very simple program which buy stock at close and sell next day at close. And run the program on a watch list of 2000 stocks over 3 years, and then sort the "Profit %" tag under position. For large majority of trades, the "Profit %" is calculated correctly according the "Entry Price" and "Exit Price". However, there is always some trades that the "Profit %" is calculated as total wrong. Not sure what is problem. Look like there is some kinds of bugs if run on large dataset. See the attached image.



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Cone8
 ( 20.87% )
- ago
#1
Didn't happen for me.

Possible cause is these symbols match records in Tools > Markets & Symbols. Check for matching records, or just run the strategy with Prefs (F12) > Backtest > Other Settings > Futures Mode - not checked.

If you actually want them to be futures, then select "Raw" instead of "Margin Based" for the setting below that one: Future Percent Profit.
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- ago
#2
I turn off the "Futures Mode" setting and the problem goes away. It looks like there is some problems there. I didn't see any matching symbols for those stocks that have problems before under "Markets and Symbols".
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Cone8
 ( 20.87% )
- ago
#3
Which data provider?

For a test, enable Futures Mode again and then run this on one of those symbols.
Post the Debug Log -

CODE:
using System; using WealthLab.Backtest; using WealthLab.Core; using WealthLab.Data; namespace WealthScript11 { public class MyStrategy : UserStrategyBase { public override void Initialize(BarHistory bars) {          WriteToDebugLog($"{bars.GetDataProvider()}");          WriteToDebugLog($"{bars.Symbol}");          SymbolInfo si = bars.SymbolInfo;          WriteToDebugLog($"{si.SecurityType}");          WriteToDebugLog($"Point Value: {si.PointValue}"); } public override void Execute(BarHistory bars, int idx) { } } }
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