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Profit in pips calculation in portfolio

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equations

Customer, bbp_participant, community, 9 replies.

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12 years ago #112289

Hi Mark, there seems to be error in pips calculation in portfolio creation if I combine JPY pair with EURUSD and GBPUSD. Attached are screenshots. Is there a way to avoid this in the current version?

 

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Mark Fric

Administrator, sq-ultimate, 2 replies.

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12 years ago #125078

Hello,

 

you are right, there is a bug in this.

 

I’ll look at it,but I’m afraid there’s no way to fix it right now, it has to be fixed in the application.

Mark
StrategyQuant architect

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