B138 Swap Calculation

Hello,

I can’t find any good discussion or documentation on the new swaps feature. Here’s how I think it works:

GBPJPY point value set in Data Manager: 680 (Assuming USDJPY of 147.06)

GBPJPY swap long from my broker: +18.35 points –> USD 12.48 / lot / day

Under Data, I use Swap type Money, and input $12.48 per day (attachment).

One example of a 1 lot long GBPJPY:

Open 2023.10.09, 20:00hr @ 181.644

Close 2023.10.12 08:00 @ 183.698

# of swap days = 5 (Wednesday 3x swap)

PnL WITHOUT swaps = USD 1396.72

Swap PnL = 12.48 * 5 = USD 62.4

Total PnL = USD 1459.12

But the PnL shown in List of Trades is USD 1454.69. Where is the discrepancy?

Hi, thanks for your post, I will check it

tomas262 wrote:

Hi, thanks for your post, I will check it

Any updates from anyone?

Hello,

it counts smaller swap for some reason. I have forwarded to our dev team to check the formula

tomas262 wrote:

Hello, it counts smaller swap for some reason. I have forwarded to our dev team to check the formula

Any news from the devs? The PnL without swaps has been fine all along.

It’s just the swap component, which is slightly different from swap rate * days.

Hi,

we looked into this again. Seems to be working fine in the latest version. Check the clip attached

If you have any further questions regarding this please let us know

tomas262 wrote:

Hi, we looked into this again. Seems to be working fine in the latest version. Check the clip attached If you have any further questions regarding this please let us know

thank you Tomas, will wait for B139 to be released.