Mql5 custom spreads and custom swaps during backtesting.

 

MT5 question. I want to build a system that gets in and out of 10 pairs at the same time.

Q: When backtesting, am I able to set a custom spread for each of the 10 pairs, and a custom SWAP for each of the 10 pairs, that takes effect during backtesting?

I need to be able to see that my multipair system works on a widened spreads over all the pairs, with larger than normal SWAPs 

Thanks for looking at my question. 

Documentation on MQL5: Standard Constants, Enumerations and Structures / Environment State / Symbol Properties
Documentation on MQL5: Standard Constants, Enumerations and Structures / Environment State / Symbol Properties
  • www.mql5.com
Standard Constants, Enumerations and Structures / Environment State / Symbol Properties - Documentation on MQL5
 
loadednrg:

MT5 question. I want to build a system that gets in and out of 10 pairs at the same time.

Q: When backtesting, am I able to set a custom spread for each of the 10 pairs, and a custom SWAP for each of the 10 pairs, that takes effect during backtesting?

I need to be able to see that my multipair system works on a widened spreads over all the pairs, with larger than normal SWAPs 

Thanks for looking at my question. 

Backtesting use history data and you can't change it. So I don't think you can set a custom spread or swap.
 
loadednrg:

MT5 question. I want to build a system that gets in and out of 10 pairs at the same time.

Q: When backtesting, am I able to set a custom spread for each of the 10 pairs, and a custom SWAP for each of the 10 pairs, that takes effect during backtesting?

I need to be able to see that my multipair system works on a widened spreads over all the pairs, with larger than normal SWAPs 

Thanks for looking at my question. 

Find a Broker that has the Spreads and Swaps you want and use their data.
 
Alain Verleyen #:
Backtesting use history data and you can't change it. So I don't think you can set a custom spread or swap.

Unfortunately, it seems that Strategy Tester doesn't use historical swaps, but current swap retrieved at runtime applied to all the backtest timeline.

I don't know if it's a broker-related problem, but every time swap changes (eg. once a month), all your backtest results are compromised!

 
lezpaul #:

Unfortunately, it seems that Strategy Tester doesn't use historical swaps, but current swap retrieved at runtime applied to all the backtest timeline.

I don't know if it's a broker-related problem, but every time swap changes (eg. once a month), all your backtest results are compromised!

It's not a broker issue, it's a limitation of the platform, there is no historical swaps recorded.