Edward

How to set swap fee in backtest?

Programming

Hey everyone!

I’m working on an FX trading algo that’s been performing pretty well, but I want to make sure I include realistic assumptions for real market conditions. I know that swap fees are pretty common in the FX market, but I’m not sure how to set this up in my backtests. Any tips or advice from the community would be super helpful! Thanks!

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Posted on : 2025-10-28 10:10:06.416816
 
Matthew Lam
The system currently support a fixed transaction cost assumption. 
You may consider to set a more conservative number for the cost. 
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Posted on : 2025-10-28 16:38:52.144618
 
丁先生
Swap fee can't be a simple input backtest assumption. 
Reason: Swap fee is determined from various factors, such as interest rates, hedging and operation costs, etc. Therefore, the fee rate is not a constant, and different brokers can charge different swap rate as well. 
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Posted on : 2025-10-30 03:11:35.047863
 
Edward
Original Posted by - 丁先生:
Swap fee can't be a simple input backtest assumption. 
Reason: Swap fee is determined from various factors, such as interest rates, hedging and operation costs, etc. Therefore, the fee rate is not a constant, and different brokers can charge different swap rate as well. 
I see. How about setting a swap curve? 
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Posted on : 2025-11-01 07:13:39.739736



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