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LSJ

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Posts: 515

Joined: 8/17/2006
Location: Citrus Springs, FL

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Subject : RE: Futures P&L Calc
Posted : 9/4/2018 7:49 PM
Post #45329 - In reply to #45298
I have corrected the problem.

I edited the price factor, tick, and contract size in the database and am now getting correct output in the P&L.

The values were verified by exporting the trades to Excel and using a formula to reverse calculate the price factor and verifying it is correct.

It adds another notch of confidence in the Port Sim results knowing that the calculations are correct. I believe the values in the database are from when N supplied futures data and may not match with other data vendors.
Deleting message 45329 : RE: Futures P&L Calc


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