Spread is NOT calculated on backtest!

[imported_tickstoryParticipant July 2, 2014 at 12:10 pm Post count: 1479]

#20208

Hi szabbcsi,

The spread value is set in the “MT4 Info” tab when you export from Tickstory. The MT4 Strategy option to set the spread has no effect. Check out this thread for further background info:

viewtopic.php?f=2&t=479

The manual also describes how to set the various export values including the spread.

Hope this helps.

[szabbcsiParticipant July 2, 2014 at 2:14 pm Post count: 3]

#20209

Thanks for the quick help!!:-)

[szabbcsiParticipant July 25, 2014 at 8:32 pm Post count: 3]

#20210

Hi, I made the test as you described in the related post. I filled all data (spread, swap, leverage, etc.) in Tickstory and launch MT4 from there,
Spread was correctly calculated, but SWAP was NOT counted on overnight positions, however I set it up. Would you please help me how to get correct results (with swap calculated), Thanks in advance!

[lukemp3Participant September 17, 2014 at 10:54 am Post count: 17]

#20211

Hello
I do confirm what szabbcsi wrote

it seems Swap is not calculated on overnight open position

This way will not help to get a “real” backtest
It will seems more profitable because the swap is missing

What do you think about that?

[imported_tickstoryParticipant September 17, 2014 at 3:49 pm Post count: 1479]

#20212

Hi,

As far we know, the MT4 strategy tester will apply the constant swap value you specify when you export. There are no historical swap rates since the MT4 back-tester does not support this.

Regards.

[lukemp3Participant September 18, 2014 at 4:37 pm Post count: 17]

#20213

Hi tickstory
I do know there is no historical swap rates, for sure.
But if you create file mt4config, then you apply to export tab, and create timeframe, the backtest will not include swap rates.
I tried to create a fxt where keeping swap rates, and another one deleting field “swap long” “swap short” “swap roll/o”
The strategy report shows identical results. Identical. And for trades closed after at least one day or more, there is NO SWAP.
In both cases there is no swap.
Instead, creating fxt with csv2fxt Birt script, the swap is inside and the strategy report shows and calculates it.
Please include the calc of the swap inside the hst/fxt, thanks!!!

check the attach, you will understand reading the profit of the first trade closed. In your report (tickstory pdf) there is no swap.
But the trade have been closed after 2 days! the swap for short on forex.ee is 1.72 so 1.72 x 2 days x 2 lot = 10.32 it’s the diff missing in your pdf

[attachment=0:4pabkwft]TICKSTORY WAY.pdf[/attachment:4pabkwft]
[attachment=1:4pabkwft]BIRT-WAY.pdf[/attachment:4pabkwft]

[imported_tickstoryParticipant September 19, 2014 at 8:37 am Post count: 1479]

#20214

Hi Lukemp3,

Thanks for the further information. What was your value of the “Swap enable” field on your MT4 Info parameters? When the value is zero, swap is disabled. When 1, swap is enabled.

Thanks.

[lukemp3Participant September 19, 2014 at 9:40 am Post count: 17]

#20215

hi there
swap is enabled

but it does not consider it in calculation of net profit!
did you watch in the prev post the two images relating the missing swal calculation on the closed position?

[attachment=0:1cdsx61c]tickstory-export.jpg[/attachment:1cdsx61c]

[imported_tickstoryParticipant September 19, 2014 at 7:58 pm Post count: 1479]

#20216

Hi Lukemp3,

We’re trying to replicate the issue you are describing. Could you kindly open both the Tickstory FXT file and CSV2FXT FXT file in the Tickstory FXT editor and send a screenshot of each? We assume that the difference is due to some different settings between the two files. Also, could you please confirm that in both back-tests you are using only the Tickstory Launcher?

Thanks.

[lukemp3Participant September 20, 2014 at 4:19 pm Post count: 17]

#20217

hi tickstory
I do confirm i always use tickstory launcher for fxt created with tickstory and csv2fxt script both.
I do confirm i’m using the last 1.5.1 version.

Here I found the solution (temporary) to let the fxt files created with your tool to consider and calculate swaps!
Naturally, you have to fix this bug

anyway
when you want to create fxt, and load the mt4config file from the broker, the field “swap enable” is 1. enabled.
after creating the fxt, if I open the tickstory fxt with your fxt editor I will see “swap enable” is zero!
This is the reason why the swap was not calculated into backtest.
So, I will modify field in “1”, and save it.
Then I will reopen the same fxt to check if swap enable is 1.

After that, my backtest will give same result of “csv2fxt” way.

about images….some little diff on swaps worth…
gtc pending in csv2fxt is enabled, but in tickstory not.
Anyway, but the backtest give the same identical results. so no prob. ^____^

[attachment=2:18mgorx5]fxt-tickstory.jpg[/attachment:18mgorx5]
[attachment=1:18mgorx5]fxt-csv2fxt.jpg[/attachment:18mgorx5]
[attachment=0:18mgorx5]backtest.zip[/attachment:18mgorx5]

[imported_tickstoryParticipant September 23, 2014 at 8:00 am Post count: 1479]

#20218

Hi Lukemp3,

Thanks for the further information. We can confirm that this is indeed an issue when exporting the ‘swap enable’ field. The issue will be addressed in the next release. Until then, the workaround is as you describe – you will need to edit the FXT information manually.

We’ll update this thread when the fix is available.

Kind regards.

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