Swap costs

Please add swap costs as a data element such as commission and affect each trade profit in function of swap costs and amount of time when trade was open. 



In real trading, the swap costs of course can change a lot in different brokers and throughout time but they are an essential part of overall costs in long term strategies. Therefore it's important for the trader to have some way to simulate these costs. Even if the swap costs that one would use in a simulation cannot be totally exact, the total absence of possibility to allocate the costs of having trades open for a long period of time is the worst case scenario and least exact option of all. 


Due to the variable nature of this cost, it would also be important to be able to run robustness costs around this parameter because different strategies will be more or less sensitive to variations of this cost depending on the time range the trades are maintained open.

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  • Votes +5
  • Project StrategyQuant X
  • Type Feature
  • Status Duplicate
  • Priority Normal
  • Assignee Mark Fric
  • Milestone Build 106 (Release Candidate 6)

History

l
#1

Blade Runner

27.06.2018 12:52

Task created

MF
#2

Mark Fric

02.07.2018 08:05

Assignee changed from Mark Fric to Mark Fric

Status changed from New to Duplicate

Milestone changed from None to Release Candidate 6

thanks for the idea. Swap is planned, I'm not sure we'll make it in the next update though.
b
#3

beppil

02.02.2019 12:15
Voted for this task.
AG
#4

Tukirito

13.09.2019 09:36
Voted for this task.
f
#5

forexer

04.11.2019 19:59
Voted for this task.
b
#6

bentra

08.11.2020 04:00
Voted for this task.
k
#7

Karish

11.11.2020 08:34
Voted for this task.

Votes: +5

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