Euro / Dólar Americano
Educacional

Integration of SWAP charges and Leverage for Strategy backtest.

28
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. 👇

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