Add swap

Please add swap
thomas
Attachments
swap.png
(7.63 KiB)
  • Votes +46
  • Project StrategyQuant X
  • Type Feature
  • Status Fixed
  • Priority Normal

History

t
#1

tnickel

02.01.2019 07:00

Task created

g
#2

geektrader

02.01.2019 07:15
Voted for this task.
g
#3

geektrader

02.01.2019 07:17
Swap is different throughout history and changes all the time, also is heavily different even between brokers, but surely it won´t hurt to have an option as there is a tendency that longer holding trades usually cost more because of the swap - and then there is the 3 day charge on Wednesdays - please add this too if you are at it guys :-)
t
#4

tnickel

02.01.2019 07:58

Attachment swap2.png added

Somtimes the swap is very big if the trades is open a longer time

see picture.

AC
#5

AC1962

02.01.2019 13:58
Voted for this task.
Rr
#6

Partizanas

02.01.2019 17:39
Voted for this task.
o
#7

Enric

20.02.2019 22:33
Voted for this task.
HH
#9

Hans

24.02.2019 15:50
Voted for this task.
t
#10

todtv

25.02.2019 14:42
Voted for this task.
kc
#11

siamcafe

25.02.2019 15:11
Voted for this task.
m
#12

Martin

05.03.2019 10:50
Voted for this task.
DR
#13

mentaledge

05.03.2019 19:39
Voted for this task.
OS
#14

trader4711

21.03.2019 21:51
Voted for this task.
MF
#15

Mark Fric

24.05.2019 09:56

Subject changed from 116 add swap to Add swap

b
#16

bentra

28.06.2019 18:49
Voted for this task.
m
#17

Michal

02.07.2019 20:14
Voted for this task.
AG
#18

Tukirito

13.09.2019 09:31
Voted for this task.
AL
#19

alanza704

23.10.2019 17:42
Voted for this task.
f
#20

forexer

04.11.2019 19:58
Voted for this task.
a
#21

Venus

06.11.2019 20:00
Voted for this task.
D
#22

Dave-S8

01.10.2020 14:25
Voted for this task.
b
#23

bentra

08.11.2020 04:07
A simple static calculation like in MT4 would be better than nothing in case it's too hard to get an accurate historical floating calculation.
L
#24

Lumen2730

08.11.2020 13:00
Voted for this task.
b
#25

bentra

08.11.2020 19:35

Attachment Screenshot 47.png added

Attachment Screenshot 51.png added

Screenshot 47.png
(128.80 KiB)
Screenshot 51.png
(128.16 KiB)
Swap vs no swap average holding time ~7 days and ~9 days. It's not a small difference. Forex traders can't really trust long holding times strats that come out of SQX until this gets fixed. This is more like a bug.
m
#26

mabi

09.11.2020 08:23
Voted for this task.
k
#27

Karish

11.11.2020 08:31
Voted for this task.
k
#28

Karish

11.11.2020 08:34
Yep this thing must be added..!
AT
#29

AngelTalavera

04.12.2020 19:10
Voted for this task.
FB
#30

lumbrjack

04.12.2020 19:45
Voted for this task.
JK
#31

Insanity82007

04.12.2020 21:42
Voted for this task.
f
#32

fm663

14.12.2020 22:02

Attachment image-0.png added

image-0.png
(31.98 KiB)
Can you please atleast add 3 boxes for long/short swaps and margins to the Instrument window at minimum? This will allow us to use them in custom columns.



b
#33

bentra

14.12.2020 22:02
-Beginners are cautioned about software that does not include all the proper trading costs. SWAP is another cost similar to spread, slippage and commission.
-As much as SQX is a technical miracle full of an amazing set of features, not including all trading costs properly is borderline preposterous for a 2k$ software.
-Forex traders are locked in to shorter timeframes without this "feature." The potential to find strategies which work on many markets and hold positions for weeks is there but without SWAP it is very awkward to search for the longer term strategies.
h
#34

hankeys

14.12.2020 22:10
Voted for this task.
al
#35

alanhere

15.12.2020 14:38
Voted for this task.
a
#36

Venus

08.01.2021 13:49
Any news on when this is included in a next build? This task has many votes
b
#37

bentra

08.01.2021 18:50
Fixed value like the way slippage is would be fine. Could maybe expose code so community can introduce the function for dynamic values on their own.
m
#38

microsporum

22.01.2021 22:19
Voted for this task.
VO
#39

GRoundofInferno

24.01.2021 14:09
Swaps are substantial cost of trading. Need to have it on SQX. Hope guys will implement it smart. 


VO
#40

GRoundofInferno

24.01.2021 14:09
Voted for this task.
MM
#41

pequeno

24.01.2021 16:23
Voted for this task.
MM
#42

pequeno

24.01.2021 16:27
Yeas, I fully agree. It is very important for example for Daily Trend following strategies. 

More you can see in this Youtube series: 

How to Jump on Board the Trend Following Wagon

https://www.youtube.com/watch?v=IimvAUNHb18

RB
#43

ATS118765

27.01.2021 02:13
Voted for this task.
l
#44

lemming78

13.02.2021 16:32
Voted for this task.
MF
#45

Marti

05.03.2021 18:42
Voted for this task.
JH
#46

Jabezz

07.03.2021 04:47
Voted for this task.
MF
#47

Mark Fric

10.03.2021 12:35

Status changed from New to Archived

swap is added to 131 in WhatIf simulation. We don't plan to add it in another way for now - we have higher priorities
AA
#48

AngelDuz

08.04.2021 02:53
Voted for this task.
NS
#49

nicksim80

21.04.2021 07:52
Voted for this task.
JJ
#50

jjsb41

24.11.2021 16:04
Voted for this task.
IN
#51

altenburg90

09.01.2022 12:50
Voted for this task.
l
#52

Loonly

09.01.2022 17:52
Voted for this task.
b
#53

bentra

10.01.2022 00:05

Imagine if the commission were not included and you had to filter anything that got hammered by commissions with a whatif? 


When I filter for profit factor, sharp rdd etc it should include all the costs in the main data or it isn't correct.

pf, sharp, rdd all will be skewed towards longer holding times because those are missing the most costs. (Or those are correctly priced with the use of overcharging commission but then the lower holding times are way overcharged)

JK
#54

Insanity82007

10.01.2022 03:12

Attachment image-0.png added

image-0.png
(202.19 KiB)
SQ Dev team. Swaps is an ENORMOUS trading cost. 


Attached is an example of the difference it can make.


Using Whatif is a poor man's poverty solution to this problem. It's a FUNDAMENTAL trading cost that should be a CORE function of building in SQ like spreads, commissions, slippage etc.


PLEASE STOP IGNORING THE MOST VOTED REQUEST IN YOUR BACKLOG!!!

PV
#55

nrsimha

10.01.2022 07:45
Voted for this task.
E
#56

Emmanuel

11.01.2022 02:10
Voted for this task.
l
#57

Loonly

11.01.2022 10:50

Attachment image-0.png added

image-0.png
(9.64 KiB)


Strategy that use low holding time (less than 30 days) please add swaps cost to datamanager!
KB
#58

Kevin

11.01.2022 11:30
Voted for this task.
KB
#59

Kevin

11.01.2022 11:32
It is essential to be able to factor in swap costs when generating strategies that holds overnight positions. We can't talk about SQ having accurate backtests otherwise!
J
#60

Jeadsada

11.01.2022 14:43
Voted for this task.
4
#61

Jordan

14.01.2022 06:39
Voted for this task.
TB
#63

Tomas Brynda

24.03.2022 14:49

Status changed from Archived to Fixed

JC
#64

yuansheng95

13.07.2022 09:40
Voted for this task.
JT
#65

TiNTa

03.11.2022 16:22
Voted for this task.
w
#66

wiraputu

30.11.2022 14:20
Voted for this task.

Votes: +46

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