The real value in backtesting result

Created at 21 May 2019, 21:16
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eliezer_barros

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Joined 21.12.2018

The real value in backtesting result
21 May 2019, 21:16

During the backtesting use, the value closed  (profit or loss) doesn´t appear all expenses(swap for example). What is necessary to have a real value?

Tks

@eliezer_barros
Replies

PanagiotisCharalampous
22 May 2019, 09:51

Hi Eliezer,

Even though we are trying to make backtesting results as close as possible to the real time execution, it is not always possible. At the moment we do not have historical data about the swaps. commissions or market depth therefore you should expect some deviation of the backtesting results when compared to real time execution.

Best Regards,

Panagiotis

@PanagiotisCharalampous

eliezer_barros
24 May 2019, 13:41

Hi Panagiotis

 

I think this is easier to change in program, because is only to considerate the how long days the position is open and to include the swap and other costs.

This will be much more real information that we have today and very import.

I now that spread is a average, not problem, anyway is more acurate that today

 

Tks

Eliézer

@eliezer_barros
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