Backtesting in Pine Script often gives idealized results, but real trading involves financing costs like SWAP charges and the impact of leverage. Ignoring these can lead to a misleading strategy performance.
✅ Use-case:
Forex swing trading
Overnight Index strategies
Leveraged day-trading
📌 Key Features:
Adjustable leverage (e.g., 5x, 10x)
Customizable SWAP cost (as % or fixed amount)
P&L adjusted after each trade entry/exit
Performance metrics reflect net of financing costs
💬 Question for the community:
How to integrate SWAP charges and Leverage (for Forex trading) into Pine Script to backtest a strategy? Have you found a more precise or automated method (perhaps broker feed integration)?
Let's improve Pine-based backtesting together.
Drop your ideas, techniques, or improvements below. 👇
✅ Use-case:
Forex swing trading
Overnight Index strategies
Leveraged day-trading
📌 Key Features:
Adjustable leverage (e.g., 5x, 10x)
Customizable SWAP cost (as % or fixed amount)
P&L adjusted after each trade entry/exit
Performance metrics reflect net of financing costs
💬 Question for the community:
How to integrate SWAP charges and Leverage (for Forex trading) into Pine Script to backtest a strategy? Have you found a more precise or automated method (perhaps broker feed integration)?
Let's improve Pine-based backtesting together.
Drop your ideas, techniques, or improvements below. 👇
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Aviso legal
As informações e publicações não devem ser e não constituem conselhos ou recomendações financeiras, de investimento, de negociação ou de qualquer outro tipo, fornecidas ou endossadas pela TradingView. Leia mais em Termos de uso.