It would be very nice to have position rolling costs calculated close to real life.

The "charging time" is known - it is 1700ET, with 3x charge on Wed.

Current 12-hour charge is too arbitrary and not useful in tuning short-term strategies.

Thank you.

Already possible. First find out the swap or roll method used by your broker, then calculate the current value and update the TradeRoll variable in a TMF or trade loop.

The problem is not with exact amounts.

The problem is identifying which trades will be subjected to rolling costs.

Zorro currently applies rolls to trades longer than 12-hours, - and that's what I suggest to improve.

I suggest to implement a "close-to-reality" mechanism, where rolls are charged on trades open at 17:00ET, and 3x on Wed (which is the industry norm), - regardless of their duration and as many times as needed.

Thank you for the suggestion. This would work.

Still, would be great to have it right "out-of-the-box".

1) When setting TradeRoll manually, should it be set in Account currency or Quote currency ?

Is this correct: TradeRoll+= 0.3*PIP *TradeLots*LotAmount*PIPCost ? (assuming a rollover of 0.3PIP either way)

2) When will TradeProfit reflect changes in TradeRoll? After run() i guess?