Pathfinder swing TS

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09/14/2017 at 8:05 AM #46193 quote

ozz87
Participant

Senior

So the futures doesn’t have the nighty costs?

09/14/2017 at 8:14 AM #46194 quote

wp01
Participant

Master

No, the interest is inclusive.

You can find it on the IG site.

https://www.ig.com/se/cfds-avgifter

09/14/2017 at 8:16 AM #46195 quote

dajvop
Participant

Master

@Patrick,

Actually I did not know that. Thank you!

09/14/2017 at 8:21 AM #46196 quote

ozz87
Participant

Senior

Ok. Interesting (hehe). Then we could backtest with the same contacts, but choose futures when possible, and when it’s not too short time left on it.

09/14/2017 at 8:27 AM #46197 quote

wp01
Participant

Master

Problem with futures is that they Always release the new future one or two days ahead. You do not have enough time to do all optimizations and

the history is often not for many years. So without enough history you can not optimize at all.

I asked IG earlier this year to release the futures two or three weeks before expiration the old one, but unfortunately they did not fulfill my request.

09/14/2017 at 8:48 AM #46198 quote

ozz87
Participant

Senior

wp01: Yes, but if we optimize for the cfd, then use future when it’s available? I’m not by the computer to check now, but shouldn’t the results be the same when it’s the same index?

09/14/2017 at 9:03 AM #46199 quote

wp01
Participant

Master

I tried that before. You should say it is the same, but it isn’t. also not easy to check, because the history of the mini CFD is sometimes 30 years. But if you check the

same period it is also not the same. But maybe that was just in my example i once did. Futures are also different calculated. You can see that if you look at the differences in the month.

Picture enclosed of the futures in Interactive Brokers.

This also means when you have different prices you also have different backtest. I guess that is what i presume. Differences in prices is due to the different amount of days left to expiration.

If you want to read about futures:

https://en.wikipedia.org/wiki/Futures_contract

Interactive-Brokers.png

09/14/2017 at 10:34 AM #46206 quote

ozz87
Participant

Senior

wp01: Yes I see it’s different. Could be because of leverage difference…. Guess we have to live with the costs, since we would need more history to optimize. Sometimes there might be though. Germany30 (5 eu) -dec has long back history. Unfortunately there’s no 1 eu contract.

09/14/2017 at 3:12 PM #46224 quote

dajvop
Participant

Master

It wasn’t as bad as 200 €/day, but 1500 monthly.

wp01 thanked this post

09/14/2017 at 3:24 PM #46225 quote

ozz87
Participant

Senior

Dajvop: Unrelated, how does Skatteverket handle the taxes when trading that much? I believe IG reports the profits to them, but I haven’t looked into it yet.

09/14/2017 at 4:44 PM #46226 quote

dajvop
Participant

Master

@Oskar,

You don’t have to do anything. IG reports every transaction to SKV. I had 43 pages for 2016, luckily it’s digital now 🙂

Andyswede thanked this post

09/14/2017 at 7:15 PM #46234 quote

ozz87
Participant

Senior

Dajvop: Haha yes very lucky 🙂

09/14/2017 at 7:15 PM #46235 quote

Eric
Participant

Master

What about this?

“Förlusten får bara dras av med 70%”

https://www.skatteverket.se/hjalptexter/EfInk1k4_ovrig.html

09/14/2017 at 7:48 PM #46236 quote

dajvop
Participant

Master

@Eric,

That is normal. Applies to all losses of capital.

09/14/2017 at 8:18 PM #46237 quote

Eric
Participant

Master

In swedish (dont mean to hijack the thread but its important)

Jag själv har varit försiktig med att handla råvaror då jag inte har klart för mig hur vinster och förluster beräknas

om det är samma sak som med index att vinster och förluster kvittas mot varandra eller att man bara får dra av 70% av förlusterna mot vinsterna?

Har ni som handlar råvaror med IG Sverige bekräftat från säker källa att det inte är någon skillnad på beskattningen mellan vanliga cfd på index och cfd på råvaror (att förluster kvittas lika mot vinster)

jag är kanske onödigt försiktig men vill inte ha någon obehaglig överraskning som att man som exempel har handlat en massa och gått med förlust och ändå får restskatt (typ 100k i vinst och 110k i förlust som bara ger 77 i förlustavdrag)
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