Swap calculation in tester.

[Carlo Colombo]

Hello, in spite of myself, I decided to convert a new expert advisor that I wrote in mq4 on the mq5 language.

There is a big issue in MT5 tester I've found seeing backtest.

The swap cost are applied  at a fixed value that is not related to the size of the order:

Here two lines of two backtests executed at 0.01 size and 1.0 lot size : 

2010.04.07 02:00	32	EURUSD	buy	in	0.01	1.33835	32	0.00	0.00	0.00	100 153.43	MM*12721*5306
2010.04.09 15:46	33	EURUSD	sell	out	0.01	1.34366	33	0.00	-4.80	5.31	100 153.94	tp 1.34366

 

2010.04.07 02:00	32	EURUSD	buy	in	1.00	1.33835	32	0.00	0.00	0.00	102 380.40	MM*12721*5306
2010.04.09 15:46	33	EURUSD	sell	out	1.00	1.34366	33	0.00	-4.80	531.00	102 906.60	tp 1.34366

 

The swap column, that is the nearest to the profit column, indicates that the tester apply the full swap cost to the 0.01 lots orders.

The account is an Alpari demo that shows  swaps costs of -1.2$ for long and -1.0$ for short.

I've searched but it don't seems that this issue was noted before.

[Carlo Colombo]

The absence of any comment to this thread clearly show how is the MQL5 world.

;) 

[Alain Verleyen]

Forum on trading, automated trading systems and testing trading strategies

MT5 build 1010 tester bug report

angevoyageur, 2014.11.12 13:06

To report bug you have to write to ServiceDesk.