• From: Germany
  • Registered: 2010-04-05
  • Posts: 842

Topic: Bug: Swap Type Misinterpretation in Metatrader 5 Data Export Script

Hey Mr. Popov,

I've stumbled upon a little hiccup in the Data Export script for Metatrader 5 (Data Export.mq5).

Here's the scoop: it seems like there's a bug where the script misinterprets the swap type. For those familiar, the enumeration of swap types in Metatrader 4 is quite different from that in Metatrader 5.

In Metatrader 4, the values are as follows:
- 0 - in points
- 1 - in the symbol's base currency
- 2 - by interest
- 3 - in the margin currency

You can check it out here: https://book.mql4.com/appendix/marketinfo

Expert Advisor Studio aligns with this interpretation in its Symbol settings too.

Now, in Metatrader 5, the swap types are enumerated differently:
- 0 - Swaps disabled (no swaps)
- 1 - Swaps are charged in points
- 2 - Swaps are charged in money in the base currency of the symbol
- 3 - Swaps are charged in money in the margin currency of the symbol
- 4 - Swaps are charged in money, in client deposit currency
....
And so on... For the full list, visit: https://www.mql5.com/en/docs/constants/ … _swap_mode

This disparity leads to incorrect swap modes being exported in the Metatrader 5 Data Export script. Given these differences in enumeration, the Data Export script for MQ5 should ideally incorporate mappings to align swap types correctly with those in Metatrader 4 and Expert Advisor Studio.

Thanks for looking into this, and as always, happy trading, everyone!

Cheers!

geektrader's Website

  • From: Germany
  • Registered: 2010-04-05
  • Posts: 842

Re: Bug: Swap Type Misinterpretation in Metatrader 5 Data Export Script

A function like this could be used to fix the issue:

int MapSwapModeToMT4(int mt5SwapMode) 
{
   switch (mt5SwapMode) 
   {
      case SYMBOL_SWAP_MODE_POINTS:
         return 0; // Same as MT4 'in points'
      case SYMBOL_SWAP_MODE_CURRENCY_SYMBOL:
         return 1; // Same as MT4 'in the symbol base currency'
      case SYMBOL_SWAP_MODE_INTEREST_CURRENT:
         return 2; // Matches 'by interest' conceptually
      case SYMBOL_SWAP_MODE_CURRENCY_MARGIN:
         return 3; // Same as MT4 'in the margin currency'
      // Any other cases unique to MT5
      default:
         return 0; // Default to 0 if no MT4 equivalent
   }
}

geektrader's Website

  • Popov
  • Popov
  • Lead Developer
  • Offline
  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 8,069

Re: Bug: Swap Type Misinterpretation in Metatrader 5 Data Export Script

I'll check this case.

Thank you for the report!

Popov's Website