Strategy Tester Shows Loss on Profitable Trade
Hi All,
My strategy tester is showing a loss on a long trade which I bought 25.15 units of at 2560.63 and sold at 5404.44 which should have given a profit of ~ 1101. Instead I got a loss of 70.
Can anyone please explain this to me?
Some additional info:
I'm using MT4 on Windows supplied by FPMarkets and using Tick Data Suite for my data.
On another MT4 terminal, again on windows with Tick Data Suite but instead supplied by City Index, I get a result I expect, see below.
On both systems I've turned simulation of slippage off, however even if this was slippage, I would expect to see the execution price in the results table.
Thanks in advance!
what about commission and swaps? Are they same both supplier
That's a good question!
I'm struggling to find the swap rates for City Index. The product in question is the NAS100 index CFD.
Does the strategy tester account for swap and commission? I didn't think that it did.
For index CFDs the commission is in the spread.
Also for swap or commissions to erode that much is unlikely over such a timeframe right?
Forum on trading, automated trading systems and testing trading strategies
Are swaps and commissions included in backtest?
William Roeder, 2019.12.07 01:58
Don't know about all brokers, but every one I've used, the tester has simulated commission and/or swap.
However, do not count on OrderCommission and OrderSwap. Some brokers don't use those fields. (Maybe related to Government required accounting/tax laws.)
please help: Mt4 commission - Trading Accounts - MQL4 programming forum
"balance" orders in account history - Day Trading Techniques - MQL4 programming forum
Broker History FXCM Commission - <TICKET>
Rollover - <TICKET>>R/O - 1,000 EUR/USD @0.52 #<ticket> N/A OANDA Balance update
FinancingForum on trading, automated trading systems and testing trading strategies
Is SWAP correctly calculated in MT4 Strategy Tester?
William Roeder, 2014.05.12 11:13
Testing Features and Limits in MetaTrader 4 - MQL4 Articles
- All swaps, margin requirements, expirations, GTC-orders are modeled
Testing is performed maximally closely to trading server conditions. But the can occur some inaccuracies in estimation of margin requirements on cross currencies because of lack of precise information about conversion prices at each moment.
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Hi All,
My strategy tester is showing a loss on a long trade which I bought 25.15 units of at 5360.63 and sold at 5404.44 which should have given a profit of ~ 1101. Instead I got a loss of 70.
Can anyone please explain this to me?
Some additional info:
I'm using MT4 on Windows supplied by FPMarkets and using Tick Data Suite for my data.
On another MT4 terminal, again on windows with Tick Data Suite but instead supplied by City Index, I get a result I expect, see below.
On both systems I've turned simulation of slippage off, however even if this was slippage, I would expect to see the execution price in the results table.
Thanks in advance!