Hi
How do I incorporate broker charges for holding positions overnight? I know the interest cost I am charged but how do I reflect this is my strategy positions?
Overnight swap interest cost calculation
I'm actually trying to combine both a fixed commission per trade of $10 (regardless of size) plus a swap cost of 5% per annum based on value of trade and days position is held.
Can you tell me how to combine both into one strategy?
Can you tell me how to combine both into one strategy?
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TJ
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Are you talking about backtest?