Overnight swap interest cost calculation

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paulc
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Overnight swap interest cost calculation

Postby paulc » 09 Jan 2021

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?

paulc
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Re: Overnight swap interest cost calculation

Postby paulc » 09 Jan 2021

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?

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TJ
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Re: Overnight swap interest cost calculation

Postby TJ » 09 Jan 2021

Are you talking about backtest?

paulc
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Re: Overnight swap interest cost calculation

Postby paulc » 09 Jan 2021

Yes.


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