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Maybe you could create an artificial ticker with a steady 2% per year rise,
and always invest in that when nothing else looks good.
That said, a system that makes a significant fraction of its profits off the
money market while uninvested doesn't sound like it's doing so well. Not
having that interest may not be accurate, but it shouldn't be significant,
I'd think.
Dave Merrill
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
[Non-text portions of this message have been removed]
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