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How about swap in Strategy Tester? Is there a way to include these costs?
ah OK, I found an example of the fxt file that you had mentioned in "importing tick data to history center"
but these seem to be binary files - how can we edit them to change the header?
I would be most interested in that. How about swap fees? I don't see them listed in the results.
also check out "struct TestHistory in fxt"