Swap in Strategy Tester mode

[Luca De Andrea]

Hello, 

Swap on Forex pairs is variable, and changes from day to day. In the MT5 Strategy Tester, is the historic Swap realtime and variable or is it performed with the fixed Swap read at backtest start?

Thank you

[Yashar Seyyedin]

All I know is swap value is not reliable in strategy tester. So testing swing trading strategies(holding positions for long) won't be accurate.

[Fabio Cavalloni]

You can try to write a simple EA that write swaps value once per day. So you will see if it changes or not.

Anyway swaps do not changes everyday also on real market, so it's a false problem, can be important only if u hold a positions for months and you can't allow to consider some dollars of discrepancy. 

Generally, if few dollars of discrepancies can alter your studies, it's the same for spread and slippage, and it's most likely a sign of overfitting a too delicate system.

[Jarnail Singh]

Luca De Andrea:

Hello, 

Swap on Forex pairs is variable, and changes from day to day. In the MT5 Strategy Tester, is the historic Swap realtime and variable or is it performed with the fixed Swap read at backtest start?

Thank you

Hello.
I fully agree with @Fabio Cavalloni . Swaps are only important for non-intraday strategies. It is a minor figure or amount in swing based trading, which usually takes more than a day, if not always. Any strategy which suffers badly i.e. profit statistics decrease by large percentage amount due to swaps is more likely a fragile strategy and will break if in future swaps change a lot. Happened in past with JPY pairs. I always suggest traders who do backtesting to expect worst final profit statistics, to make up for swaps, commissions, spreads, etc, while evaluating their strategy performance.

Please note that there are some backtesting tools (if you search the internet), which do take in account swaps too in backtests. The nature of market is complex and there are always many factors to take into account to see actual performance.
Good luck