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. 👇
Clause de non-responsabilité
Les informations et publications ne sont pas destinées à être, et ne constituent pas, des conseils ou recommandations financiers, d'investissement, de trading ou autres fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.
Clause de non-responsabilité
Les informations et publications ne sont pas destinées à être, et ne constituent pas, des conseils ou recommandations financiers, d'investissement, de trading ou autres fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.
