swap calculation
why the swap is calculated in reverse, the tested EURUSD SWAP in the example is Long -10, Short 3.4
the tests show that if such a swap is used in a long transaction, the swap is positive and short is negative, the desire should be the other way around. if the swap is exchanged, it is: long 10 and short -3.4, then there are swap transactions much more similar to reality.
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Votes +2
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Project StrategyQuant X
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Type Bug
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Status Duplicate
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Priority Normal
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Assignee None
History
Votes: +2
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duplicate
https://roadmap.strategyquant.com/tasks/sq4_9325