Consider Swaps in Backtests and Optimization

cTrader Automate
3
Votes

heinrich.munz since: 21 Nov 2020;

  10 Jan 2021, 16:48
Consider Swaps in Backtests and Optimization

If Swaps are not considered in Backtests and Optimization, backtesting/optimization makes not much sense on some kind of cBots (the ones holding open possition over weeks and even months as in Grids). Of course, when Swaps are considered during backtests, they also must be appear in summaries like Trade Statistics, History, Events, etc.