b131dev3 - swaps implementation

its also very confusing when commissions are presented as positive values and they means the costs for us

so maybe negative swap value means positive

so i will rather make commisions as red negative values, not those positive ones

one strategy with whatif turned on

and i am still curious how the swaps are really computed on real account, because it seems, that this simple calculation is not true...because on my real accounts the swaps for 1 night trades on the same market with the same lotsize are different

Swap = (Pip Value * Swap Rate * Number of Nights) / 10

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Please for the love of god integrate swaps!

here is a video that can help...:
https://www.youtube.com/watch?v=H9v5UD6End0

Another awesome video:

https://www.youtube.com/watch?v=H9v5UD6End0

@hankeys"so maybe negative swap value means positive"

Yes exactly. Since inside the SQX core the commissions are stored as a positive value and then used  to make a deduction from profits, we had no choice but to make negative swaps be added as a positive adjustment to commission so that they are deducted later. I don't think there is another way to do it inside the constraints of the snippet.

I just checked EURUSD and it looks fine. Check the end PL, it looks correct to me.

EDIT: we did miss something though! EURJPY calculations are too small for instance. I don't think we need the exchange rate because the point value is already the account currency:

return point/exRate*(tradeSize*lotSize)*swap;

I think should be

return point*(tradeSize*lotSize)*swap;

@hankeys regarding intraday, the code actually utilizes a swap hour instead of that xdays simple way, clonex went the whole nine yards and put in tripple swap day etc.

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for me its pretty strange why the swaps are not the same for each trade - same market, same direction and swaps are very different

1 night trades, only one 2 night trade and the computation is different, why?

Yes also the same bug I already pointed out. My suggested code change above fixes that too. The variable exRate is different for each trade, it is not needed in the calc. The rest can be explained the way rollover works: rollover at midnight / triple rollover Wednesday.

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SWAP is a floating rate in real account, it's always adjustment every week by broker. According to my experience .

@fxchess
Right now Clonex is working on putting it in as a static fixed rate, the same way mt4 calculates it is way better than nothing.

We just need the Swaps to be built in to the core of SQX,

they should be the same as MT4 which is nothing that tricky,

MT4 getting their values from the symbol's every day/week not sure about the time.., but when you backtest a strategy using MT4's backtester it just takes the static fixed values of the swaps and thats it.

That means that we can also use it like we use any other parameter like Spread / Slippage / Commission which we already currently got built into SQX,

Just set a the current Symbol's Swaps values and keep them static fixed across the building/retests stages task, it will be just as the MT4's backtester, which is exactly what we want!,

The benefits of that if we will have Swaps built into SQX rather than just a What-IF test are:
The values of the Swaps will be saved into Strategy so we can role it through other tasks with those swaps already calculated into the strategy's results,
We can create a Custom made MonteCarlo to manipulate the Swaps values just like we can with Spread,Slippage, etc..,

We can finally export the strategy with the swaps and import it into QA4, we will have more accurate results with swaps thats the whole point.

@Bentra - thanks for the suggestion ill appreciate it. 

@Hankeys I've found another bug too Ill fix it.