In case SWAP is not going to be added next version: Please allow "trading cost" snippets

In case of SWAP is not going to be added next version: Please allow a "trading cost" snippet to modify the orders list (P/L, swap/commission etc) at some point BEFORE the orders are accessed by any of the statistics functions. In this way, we could program SWAP in any way we want and could have it included in all the stats in every task without the need for whatif as well as all MC tests and all optimizations. 


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  • Votes +5
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

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b
#1

bentra

23.01.2022 14:36

Task created

b
#2

bentra

23.01.2022 16:12
Assuming this is easier for the dev team to do than adding SWAP to the core engine....
l
#3

Loonly

23.01.2022 23:11
Voted for this task.
b
#4

bentra

24.01.2022 02:26
Voted for this task.
g
#6

geektrader

25.01.2022 18:39
Voted for this task.
E
#7

Emmanuel

29.01.2022 14:51
Voted for this task.
HH
#8

Hans

04.02.2022 00:01
Voted for this task.

Votes: +5

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