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MT5 Strategy Tester build 6230: swap rollover and date-specific trading sessions

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Hello,

We are preparing two local MT5 Strategy Tester runs on build 6230 using “Every tick based on real ticks” (Model 4). Both use RoboForex Demo ECN hedging, EURUSD and USDCHF, and the historical period from 17 August 2020 through 13 August 2021. The planned difference is the fixed execution delay: 50 ms versus 250 ms.

  1. Does the local testing agent use the symbol’s swap specification at the start of the test for the entire period, or does it use historical specifications for the dates being tested? What determines the rollover time in simulated time, the time zone and DST rules, and any holiday adjustments to swap accrual?

  2. Does the agent enforce date-specific trading-session exceptions, such as the RoboForex early close on 24 December 2020 at 19:00 server time, or does it apply the weekly trading sessions from the current symbol specification throughout the test?

Is there a supported log, export, or other way to verify that two local agents received and applied the same effective rules?

Дмитрий:

Hello,

We are preparing two local MT5 Strategy Tester runs on build 6230 using “Every tick based on real ticks” (Model 4). Both use RoboForex Demo ECN hedging, EURUSD and USDCHF, and the historical period from 17 August 2020 through 13 August 2021. The planned difference is the fixed execution delay: 50 ms versus 250 ms.

  1. Does the local testing agent use the symbol’s swap specification at the start of the test for the entire period, or does it use historical specifications for the dates being tested? What determines the rollover time in simulated time, the time zone and DST rules, and any holiday adjustments to swap accrual?

  2. Does the agent enforce date-specific trading-session exceptions, such as the RoboForex early close on 24 December 2020 at 19:00 server time, or does it apply the weekly trading sessions from the current symbol specification throughout the test?

Is there a supported log, export, or other way to verify that two local agents received and applied the same effective rules?

1 and 2. Current values for the whole backtest.

For these 2 points there is no historical data.

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