Swap in Strategy Tester
Hi,
in the symbol specification I find variable swap values slightly changing from time to time.
E.g. for the symbol DE30 (Germany 30 Index) at broker xy I found the following swap values for January, February and March 2021:
| January | February | March | |
|---|---|---|---|
| Swap long | -0.74 | -0.73 | -0.75 |
| Swap short | -1.19 | -1.17 | -1.2 |
In my opinion this is completely normal and not alarming me. My strategies cope well with this situation.
My question is: Does the strategy tester consider these changing values??
May be important for long testing periods.
In a risk oriented approach this topic may be relevant?
Matthias
No. There is no history of swap. Last values will be used for the whole test period.
No. There is no history of swap. Last values will be used for the whole test period.
Thank you for your answer.
This is what I guessed already.
This explains why I get slightly different test results for an EA which I tested in January and today.
And for this reason, some even have decided not to test with swap values on, since if you are backtesting for an extended period, this may not make much sense since the most recent swap value may be completely different from e.g. 4 years ago.
There are many peculiarities with the Tester https://www.mql5.com/ru/forum/321656 (as with the language https://www.mql5.com/ru/forum/170952 and the terminal itself https://www.mql5.com/ru/forum/341117 & https://www.mql5.com/ru/forum/342090). The tester is good if you know these peculiarities, and only if you measure performance of the system in ticks/points/pips/whatever, not some currency as it will distort the statistics as well as swap. Good for fooling yourself, or for market sellers fool the customer. In all other cases, not good.
if your system can make ticks/points/pips/whatever, it will pay off in any currency.
There are many peculiarities with the Tester https://www.mql5.com/ru/forum/321656 (as with the language https://www.mql5.com/ru/forum/170952 and the terminal itself https://www.mql5.com/ru/forum/341117 & https://www.mql5.com/ru/forum/342090). The tester is good if you know these peculiarities, and only if you measure performance of the system in ticks/points/pips/whatever, not some currency as it will distort the statistics as well as swap. Good for fooling yourself, or for market sellers fool the customer. In all other cases, not good.
if your system can make ticks/points/pips/whatever, it will pay off in any currency.
Yes, I agree with you.
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Hi,
in the symbol specification I find variable swap values slightly changing from time to time.
E.g. for the symbol DE30 (Germany 30 Index) at broker xy I found the following swap values for January, February and March 2021:
In my opinion this is completely normal and not alarming me. My strategies cope well with this situation.
My question is: Does the strategy tester consider these changing values??
May be important for long testing periods.
In a risk oriented approach this topic may be relevant?
Matthias