Articles
Honest Backtesting of Swing Strategies on Index CFDs: Financing Costs, Swap Modes, and What the Strategy Tester Cannot Model for MetaTrader 5
Financing drives multi‑day index‑CFD results: in one full‑history test, swap consumed 44% of gross profit and all profit on one symbol. We convert swaps to annualized rates, contrast four brokers and two financing models with a read‑only script, and quantify a Strategy Tester issue where a single
Trust Your Backtest Data First: Building a Reproducible Historical Data Audit in Python for MetaTrader 5 for MetaTrader 5
A reproducible, read-only Python audit for MetaTrader 5 that verifies history quality before any backtest. It exports M5 data from multiple terminals, detects gaps and synthetic bars by timestamp spacing, and reports coverage per year. The same deterministic strategy then runs on three broker feeds