Spread is NOT calculated on backtest!

[szabbcsi]

Hi All,

When I make back test (MT4 strategy tester) with data imported from TickStory, I recognize that SPREAD is NOT calculated by the tester. Even if I use the "current" spread or give a value manually.
I have checked the results and saw that when the expert create SELL and BUY position in the same time, the price is the same (or has a very minimal difference), what can NOT be, because of spread. The difference should be the spread value.
If I make a test with original MT4 data (not imported from Tickstory), the problem does NOT exist!
Would you please help me to solve it!

Thanks in advance!
Regards,
Szabbcsi

[tickstory]

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:

http://www.tickstory.com/forum/viewtopic.php?f=2&t=479

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

Hope this helps.

[szabbcsi]

Thanks for the quick help!!:-)

[szabbcsi]

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!

[lukemp3]

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?

[tickstory]

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.

[lukemp3]

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

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[tickstory]

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.

[lukemp3]

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?

[tickstory]

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.