Allowing for Swaps in backtest
Allowing for Swaps in backtest
08 Jun 2021, 11:18
Hi,
I just wanted to clarify if the swaps are calculated during backtesting or not....
If not what is the best way to allow for them ? Is it just to increase the commission "a bit" ??
I saw a thread from 2019 where it was said the swap calculation feature would be included in a future release; has this been done or is there any idea of the timescale ?
Many thanks,
Lisa
Replies
lisabeaney
08 Jun 2021, 11:31
RE:
PanagiotisCharalampous said:
Hi Lisa,
At the moment, they are not taken into consideration but the feature is in our backlog.
Best Regards,
Panagiotis
Thank you
@lisabeaney
lookitsben
18 May 2023, 14:39
RE:
PanagiotisCharalampous said:
Hi Lisa,
At the moment, they are not taken into consideration but the feature is in our backlog.
Best Regards,
Panagiotis
Hi,
Has this feature now been released? If so, where can I see it in the backtest results please?
Thanks!
Ben
@lookitsben
PanagiotisCharalampous
08 Jun 2021, 11:20
Hi Lisa,
At the moment, they are not taken into consideration but the feature is in our backlog.
Best Regards,
Panagiotis
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