Keeping track of profit per pair traded - page 2

William Roeder 2016.03.22 23:43 #11

GumRai: The only thing that I can see is that you don't include commisions and swaps,

sum_profits += OrderProfit()+OrderCommission()+OrderSwap();

Just to muddy the waters, some brokers place swap (multiple) and commission as separate entries in history.

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