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B138 Swap Calculation

6 replies

huangwh88

Customer, bbp_participant, community, 111 replies.

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3 months ago #284397

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?

 

 

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tomas262

Administrator, sq-ultimate, 2 replies.

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2 months ago #284477

Hi, thanks for your post, I will check it

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huangwh88

Customer, bbp_participant, community, 111 replies.

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2 months ago #284720

Hi, thanks for your post, I will check it

Any updates from anyone?

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tomas262

Administrator, sq-ultimate, 2 replies.

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2 months ago #284741

Hello,

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

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huangwh88

Customer, bbp_participant, community, 111 replies.

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3 weeks ago #285277

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.

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tomas262

Administrator, sq-ultimate, 2 replies.

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2 weeks ago #285337

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

 

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huangwh88

Customer, bbp_participant, community, 111 replies.

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2 weeks ago #285347

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.

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