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Swap miscalculation

SQX Build 136 incorrectly calculates the swap value at least for the EURTRY currency pair. My broker calculates a daily swap value of 1 USD for this currency pair and reduces the daily profit by this amount. So, if I hold a position for 10 days, I am at a -10 USD loss on the swap.
In SQX Build 136, I have set the daily swap value to +1 USD to deduce this amount in the result. However, none of the generated strategies on timeframe D1 calculated the swap correctly. As an example, I attach one such strategy where ticket 1 indicates the number of days in trade is 8, so the swap should be 8*(-1 USD) = -8 USD, but SQX calculated only -0.01 USD.

Attachments
EURTRY_D1_Strategy 11153.sqx
EURTRY_D1_Strategy 11153.sqx
(37.98 KiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

MM
#1

pequeno

19.01.2023 20:32

Task created

E
#2

Emmanuel

19.01.2023 20:51
Voted for this task.
g
#3

Lee Guan Chuan

15.02.2023 04:24

Status changed from New to Fixed

Attachment Capture.jpg added

Capture.jpg
Capture.jpg
(69.72 KiB)
Hi pequeno,


I have checked the logic and it looks correct to me.


A = point value

B = tick size

C = Swap costs

Pip Value = A * B

Swap calculation = A * B * C

You can refer to this.

https://www.babypips.com/forexpedia/swap


You need to check the symbol details is correctly set.


Thank you.


Votes: +1

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