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There is only one interest rate input in Settings and I am not sure
how it is to be used. Please help.
It looks like the only use for the current Setting input is for the
cost of margin. Enter a negative number (like -5%) and your position
profit is reduced by a fraction of this amount for each day of the
year. However, enter a positive amount (like say 2%) and this
increases the profit for each long position, in a Long only system.
So, I have no idea where one enters the money market rate so that a
Long/Cash system adjusts the Cash as if it was in a money market
account at 2% annual rate.
In any case, I believe that AB needs to have two interest rate inputs
in Settings: one for the cost of margin and another for the money
market rate. Each has a very different application and, as such, two
inputs are needed. Correct?
Has anyone addressed this in the past?
Regards,
Bert Steele
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