Personally I write the details of every trade out to file during the backtest so that I can do my own analysis afterwards. This includes data on commissions which you can obtain during the backtest using HistoryDealGetDouble(dealTicket, DEAL_COMMISSION) once the position has closed
You can't avoid commissions - they are what they are. You can however, use a 'spread filter' to wait until spread reaches an acceptable level before opening a position, and you can also test whether terminating all positions before the EOD to avoid swaps is beneficial to your strategy or not. It's a case of backtesting to see if this has a positive or negative effect on your performance. It will all depend on the timescales of your strategy etc.
I'm not sure what to put for MT5 backtest custom commission settings... specifically under 'commission', 'mode' and 'type'. My broker is alpari and their commission is "0.0016% in USD per Lot". Can anyone help?
This is good, but is there a config lurking around for download which is a realistic represenation of overnight charges for margin trades in Darwinex? (Or other brokers)
Absolutely amazing
I have run a live backtest with preview, nowhere I can see the comissions column in Trade Tab or anywhere else. Do you know how I can check that?
Personally I write the details of every trade out to file during the backtest so that I can do my own analysis afterwards. This includes data on commissions which you can obtain during the backtest using HistoryDealGetDouble(dealTicket, DEAL_COMMISSION) once the position has closed
Are there any filters or improvements that can be made to a strategy to reduce the commissions especially swaps?
A video on this topic would help
You can't avoid commissions - they are what they are. You can however, use a 'spread filter' to wait until spread reaches an acceptable level before opening a position, and you can also test whether terminating all positions before the EOD to avoid swaps is beneficial to your strategy or not. It's a case of backtesting to see if this has a positive or negative effect on your performance. It will all depend on the timescales of your strategy etc.
thanks
I'm not sure what to put for MT5 backtest custom commission settings... specifically under 'commission', 'mode' and 'type'.
My broker is alpari and their commission is "0.0016% in USD per Lot".
Can anyone help?
This is good, but is there a config lurking around for download which is a realistic represenation of overnight charges for margin trades in Darwinex? (Or other brokers)
Can i import your settings ?