Consider the following long trade with SPX asset over almost a year time period:
(it is definitely long, since the script is only capable of opening long trades)



The asset grew over $100 in value between enter time and exit time.
Surely, simulated slippage and transaction costs cannot be that huge as to make this a losing trade! oO
What do you think is going on?

Here is what the log says about it (its the last Long entry in 2010 and first Sell after that in 2011):


The log says the price was indeed over $100 above the entry point, but the profit somehow deteriorated to -$70.85!!
How is this possible?
Is this a bug, or am I being stupid not seeing something?

What’s on your AssetFix line? Also, is this a CFD?

Wait, I don't know what AssetFix line means. I'm just using the SPX500 setting in the dropdown menu in Zorro (perhaps that is what you mean by "AssetFix line"?). Don't know if thats a CFD. And i'm using the minute spaced data for it that I got from the Zorro home page. But I'm using BarPeriod = 10;

Check this out:
http://zorro-project.com/manual/en/account.htm

And it’s History/AssetsFix.csv. Mea culpa.

OK, try adding this to your script, and see if it's better:

Once I added your code line, the trade now indeed comes out positive!
And you are right, under the link you show the SPX500 is listed as a CFD.
Is that something that can happen to CFDs? oO I don't know how they work.
Is there a quick way to understand why something like this can happen to CFDs?

EDIT:

OK, under AssetsFix.scv I see that SPX500 has a -0.5 on RollLong, which probably means that it has automatic accumulating costs for going long over time!!!
Why would anyone want to trade this? What would be the appeal?

Aren't CFD rollover fees different for every broker? Make sure you do your due diligence.

In any case, they are far less regulated than futures and stocks, and they are not legal to trade in US accounts. So I'll say it has the "Wild West" appeal.

The primary appeal of CFDs would be their small min. trade size, typically equal to 1x of an Index.(ES is 50x). With this, position sizing can be implemented in much smaller steps as dictated by the sizing algo.
CFD's price is closer to the cash index; they also do not require rollovers.
https://ibkr.info/node/1984

Thanks for the info guys!
I don't know why the AssetFix file had the negative rollover setting for long trades, so I fixed it now. Good to have figured things out!