<- Back to Tasks

Swap

I think it could be useful to add swap option in data settings in order to have more precise results.
Thanks for your work
Attachments
No attachments
  • Votes +4
  • Project StrategyQuant X
  • Type Feature
  • Status Duplicate
  • Priority Normal
  • Assignee Mark Fric
  • Milestone Release Candidate 2

History

g
#1

davide gardella

10.05.2018 14:19

Task created

h
#2

hankeys

11.05.2018 07:22
i am afraid that there is no way how to replicate swap to backtests, because every broker has different swap
MF
#3

Mark Fric

14.05.2018 14:45

Assignee was changed

Status changed from New to Duplicate

Milestone changed from None to Release Candidate 2

Implementing Swap is planned, you'll be able to configure Swap options in your data definition.
l
#4

Blade Runner

27.06.2018 12:58
I also made this request but added it because there are other requests associated with it. 


Of course every broker has different swap and also swap changes within the same broker because interest rates change over time. However if you know the broker where you will use your EA the swap cost at valid at that moment swap can be backtested. Not to have any possibility to simulate swap cost it's not the best option for sure if we want to be as exact as possible in BTs.


Also swap should be subject to robustness testing, as it is a highly unpredictable parameter, thus the importance to test the sensitivity of the strategies to it.





b
#5

beppil

02.02.2019 12:16
Voted for this task.
AG
#6

Tukirito

13.09.2019 09:36
Voted for this task.
f
#7

forexer

04.11.2019 19:59
Voted for this task.
k
#8

Karish

11.11.2020 08:34
Voted for this task.
Votes: +4

Drop files to upload

or

choose files

Max size: 5MB

Not allowed: exe, msi, application, reg, php, js, htaccess, htpasswd, gitignore

...
Wait please