Enhancing every multiday strategies with Swap-Based Adjustments

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Hello CPtizens,

Swaps, those often overlooked factors, can play a pivotal role in our trades. They can be both negative and positive, and here's a proposal: What if CP could adapt their behavior based on swap rates?

Imagine this (only ideas) - when swaps are positive, our EA extends the exit or trailing stop, stop loss to capture more profit; or perhaps using only a breakeven for carry trading a little bit and  after x days switch to trailing?!. Conversely, when swaps turn negative, the EA becomes more inclined to reduce trades' duration  to mitigate potential losses.


Why is this advantageous?

  1. Maximize Profits: Positive swaps mean more profit potential. This approach allows us to squeeze out every bit of advantage when swaps are in our favor.
  2. Risk Management: Negative swaps can erode profits quickly. Allowing the EA to act decisively protects our capital, preventing unnecessary losses.
  3. Flexibility: Monetary policies changes, and so should our strategies. Swap-based adjustments make our EAs adaptable to evolving market conditions.
  4. Efficiency: EAs can respond to swap changes much faster and efficiently than humans, maximizing opportunities and minimizing risks.
  5. Competitive Edge: Staying competitive in the trading world is vital. This innovative approach could set you apart in the markets.

So, what do you think about this idea?  If you like it, let's discuss how we can make CP smarter and more adaptable to enhance every multiday strategies. 

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Andrey Khatimlianskyi
  • Under review

Thanks for the idea!

Unfortunately, it is difficult to even test it, the history of swap rates in MT is not available. So all history is tested with the latest available swap rates.

It is probably possible to find swap history somewhere, but I'm not sure it's worth the time and effort to apply it in MT backtesting.