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Strange swap values in backtesting

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afusetti
165
afusetti 2014.11.12 17:02 

Hello,

I was backtesting my systems without any problem, suddendly I noticed that strange swap values appeared.

Example below: backtesting with 0.01 lots. 

I have the same problem with other trading systems and other currencies. 

I tested the same system on another PC and I have no issues. I really don't know which settings to check on my PC. Can anybody please help me?

Thanks

Alessandro 

Screenshot

 

Alain Verleyen
Moderator
31138
Alain Verleyen 2014.11.14 09:26  
afusetti:

Hello,

I was backtesting my systems without any problem, suddendly I noticed that strange swap values appeared.

Example below: backtesting with 0.01 lots. 

I have the same problem with other trading systems and other currencies. 

I tested the same system on another PC and I have no issues. I really don't know which settings to check on my PC. Can anybody please help me?

Thanks

Alessandro 


 

Not sure there is something strange. Check this value : SYMBOL_SWAP_ROLLOVER3DAYS.
afusetti
165
afusetti 2014.11.18 12:27  

Hi, thanks for looking into this.

I don't think it's a rollover issue. I tested the strategy on another laptop, here below the output:

Good 

And here the same strategy on my laptop:

Bad 

The profit column has the same values on both laptop, but the swap values are higher on my laptop and I don't know why.

The swap values I have when I run the strategy on "live" are the same reported on the first picture, so there's something really strange on my laptop setting I think.

Anyway I checked on both laptops and on both laptops SYMBOL_SWAP_ROLLOVER3DAYS = WEDNESDAY and SYMBOL_SWAP_MODE = SYMBOL_SWAP_MODE_BY_POINTS

Any clue?

Thanks

Alessandro 

Alain Verleyen
Moderator
31138
Alain Verleyen 2014.11.18 12:56  
afusetti:

Hi, thanks for looking into this.

I don't think it's a rollover issue. I tested the strategy on another laptop, here below the output:

 

And here the same strategy on my laptop:

 

The profit column has the same values on both laptop, but the swap values are higher on my laptop and I don't know why.

The swap values I have when I run the strategy on "live" are the same reported on the first picture, so there's something really strange on my laptop setting I think.

Anyway I checked on both laptops and on both laptops SYMBOL_SWAP_ROLLOVER3DAYS = WEDNESDAY and SYMBOL_SWAP_MODE = SYMBOL_SWAP_MODE_BY_POINTS

Any clue?

Thanks

Alessandro 

Which MT4 build are you running on each computer ?
afusetti
165
afusetti 2014.11.18 13:58  
angevoyageur:
Which MT4 build are you running on each computer ?

It's the same MT5 on both (Version 5.00 Build 975). 

Andrey Barinov
39276
Andrey Barinov 2014.11.18 14:01  
afusetti:

It's the same MT5 on both (Version 5.00 Build 975). 

It is a known issue. Should be fixed in builds #1014 and #1016. You can get them connecting to metaquotes demo server.

Hope this helps.

Andrey.

afusetti
165
afusetti 2014.12.03 10:05  

Hi Andrey, I got build #1010 via liveupdate and the problem is still there. It looks like the swap values are calculated correctly only when lots >= 1. When lots are < 1, the swap values are those for lots = 1.

I don't know how to access to metaquotes demo server, can you please let me know how to do? Otherwise I'll wait for the next official release.

Thanks

Alessandro 

Alain Verleyen
Moderator
31138
Alain Verleyen 2014.12.03 12:54  
afusetti:

Hi Andrey, I got build #1010 via liveupdate and the problem is still there. It looks like the swap values are calculated correctly only when lots >= 1. When lots are < 1, the swap values are those for lots = 1.

I don't know how to access to metaquotes demo server, can you please let me know how to do? Otherwise I'll wait for the next official release.

Thanks

Alessandro 

https://www.mql5.com/en/articles/384#2_1

MetaTrader 5 - More Than You Can Imagine!
MetaTrader 5 - More Than You Can Imagine!
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  • MetaQuotes Software Corp.
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The MetaTrader 5 client terminal has been developed from scratch and far surpasses its predecessor, of course. The new trading platform provides unlimited opportunities for trading in any financial market. Moreover, its functionality keeps expanding to offer even more useful features and convenience. So, it is now quite difficult to list all the numerous advantages of MetaTrader 5. We have tried to briefly describe them in one article, and we got surprised with the result' the article is far from brief!
Mario Karras
310
Mario Karras 2014.12.03 16:45  

I have the same problem, the swap is incorrect (<1 lot).

With 1 lot is the swap correct, but the next problem: I cant backtest with >100 lot (is the Maximim 100lot?!) :(

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