MT5 Strategy Tester - Backtest - How to add Broker Commissions, Custom Spread & slippage, Swaps and others????

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Qtmt4
1179
Qtmt4  

I have a question.

I think it is good idea to add Broker Commissions, Custom Spreads & slippages, Swaps and others custom settings in MT5 Backtester.

Could it be possible to add all those features???

Thank you

Qtmt4
1179
Qtmt4  
Qtmt4:

I have a question.

I think it is good idea to add Broker Commissions, Custom Spreads & slippages, Swaps and others custom settings in MT5 Backtester.

Could it be possible to add all those features???

Thank you


Does anyone any idea of any 3rd party software to do that? I mean in MT5, of course

Qtmt4
1179
Qtmt4  

We prefer to Metaquotes Team introduce all those features instead to have 3rd party software. Is it possible???


Thank you!

ccou
277
ccou  
100% agree, please add Broker Commissions, Custom Spreads & slippages, Swaps and others custom settings in MT5 Backtester.
Hiram Eckstein
316
Hiram Eckstein  
I am 100% for it. Then only will the true results be shown. I agree
Bernhard Stremayr
4204
Bernhard Stremayr  

Absolutely true. I can't believe that even in 2019 MT5 still lacks such fundamentally important features!

A workaround currently is to create custom symbols (you can use the free QuantDataManager for this) and add a custom (fixed) spread including all costs:

realistic average spread for the respective strategy + expected slippage + commission + expected swap (depending on average holding time)

However this solution is very effortful and doesn't work for tick scalpers etc.

gilianp
8
gilianp  
ccou:
100% agree, please add Broker Commissions, Custom Spreads & slippages, Swaps and others custom settings in MT5 Backtester.
This is very very important for accurated backtest! With custom broker commissions, for example, is possible simulate slippages (slippage depends of DOM and is a more difficult feature to add).
Sergey Golubev
Moderator
117615
Sergey Golubev  
Chris70
543
Chris70  

I agree that it would make things a little easier to have some more options for backtesting. On the other hand we should be aware of 2 things:

1. backtests are never "acurate" and nothing more than a rough estimate of what could be worth considering for forward testing (and trading); having more options for backtesting means just telling a different lie, one that is potentially a little closer to the truth about the PAST

2. we can use OnTester() function and return any value we want as custom optimization criterion; therefore it's easy to calculate any trading result (=corrected balance) that is adjusted for commissions / swap / simulated slippage in any way we want and that corresponds with the commissions model of the specific broker. So I think it's not really a big deal that Metaquotes hasn't readily implemented these options. Commission models can also be very different from broker to broker.

jh1271
5
jh1271  

I know this thread is old, but some functionality appears to have been built in to MT5 that is supposed to emulate commission in backtesting, but it just doesn't seem to work for me and I was wondering if anyone has tried it or if it is still in development?

It is located in the 'Settings' tab of the backtester, to the right of the 'Delays' drop down box, clicking on a slider icon brings up a new window. In here there is a 'Commissions' tab which allows a fairly detailed specification of commissions. However, whatever I put in there seems to make no difference to my backtest results (suggesting no commissions have actually been charged). Has anyone used this feature and know how to make it work?

signalfollower
399
signalfollower  

To work with commissions on custom symbols, follow these steps:

To see if it works, run a backtest and save the result. Scroll down in the saved HTML file to "Trades".

12
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