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Calculate Roll/Swaps

Roll/Swap costs are very important for positions held longer term.



Is it possible to incorporate either swap data or a fixed rate for the back tests? 


The swaps are calculated per day that the trade is open and can have a positive or negative effect on the outcome.

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  • Votes +5
  • Project StrategyQuant X
  • Type Feature
  • Status Duplicate
  • Priority Normal
  • Assignee None

History

c
#1

Charles

01.04.2019 02:57

Task created

Rr
#2

Partizanas

01.04.2019 15:44
Voted for this task.
MF
#3

Mark Fric

24.05.2019 09:55

Status changed from New to Duplicate

duplicate to: https://roadmap.strategyquant.com/tasks/sq4_3847
AG
#4

Tukirito

13.09.2019 09:30
Voted for this task.
AL
#5

alanza704

23.10.2019 17:41
Voted for this task.
f
#6

forexer

04.11.2019 19:58
Voted for this task.
k
#7

Karish

05.03.2021 22:08
Voted for this task.
Votes: +5

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