Another thing related to rollover calculation I've noticed recently, although it's probably not a big issue:
When testing with T1 data I get sometimes different values than with T6 data. Is there a reason for that?
Example:
Type Open Close Entry Exit Profit Roll
T1: Short 2014-01-10 19:00 2014-01-13 01:00 1.36704 1.3663 8.34 1.42
T6: Short 2014-01-10 19:00 2014-01-13 01:00 1.36704 1.3663 9.76 2.84
T1: Long 2014-03-14 15:00 2014-03-17 07:00 1.39163 1.39024 -17.94 -4.94
T6: Long 2014-03-14 15:00 2014-03-17 07:00 1.39163 1.39024 -22.88 -9.88
