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137 RC1 missing swap charges

Many trades span midnight when swaps should be charged but setting swaps to positive $5 or negative $5 makes no difference in the back test.

Attachments

er_Strategy 2110521.sqx

(156.08 KiB)

er_Strategy 211052.sqx

(156.11 KiB)

Screenshot_632.png

(6.58 KiB)

Screenshot_633.png

(36.82 KiB)

Screenshot_631.png

(15.36 KiB)

Votes +2
Project StrategyQuant X
Type Bug
Status Fixed
Priority Normal

History

bentra

10.04.2023 18:08

Task created

bentra

11.04.2023 02:15

Voted for this task.

Emmanuel

11.04.2023 02:27

Voted for this task.

Lee Guan Chuan

13.04.2023 07:23

Status changed from New to Fixed

Dear Bentra,

I hope this message finds you well. I wanted to clarify how the swap is calculated in our system. The swap is calculated on a daily basis, specifically at 11pm (Rollover time). If you have any trades that were opened after 11pm, they will not incur any swap charges until the next day's 11pm calculation.

Thank you for your attention to this matter.

This

Best regards,

Votes: +2