I think I know the answer to this question, but....
Does the backtester apply rollover every day that passes in the simulation?
I say it doesn't, but...
What's mysterious is that there is long and short swap quoted under the "symbol properties" tab in the backtester.
I can't find anything on Google on whether swaps are ignored or not.
Does the backtester apply rollover every day that passes in the simulation?
I say it doesn't, but...
What's mysterious is that there is long and short swap quoted under the "symbol properties" tab in the backtester.
I can't find anything on Google on whether swaps are ignored or not.