I'm not familiar with a built-in method
of doing that.
You could program this either in a loop
or possibly with a custom backtest routine.
You would import a "ticker"
representing your interest rates.
-----Original
Message-----
From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of Duke Jones, CMT
Sent: Thursday, January 12, 2006
14:34
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Interest
charges for margin
Terry,
Do you know if there Is there anyway to reference or use a historical data
stream like 90day T-Bills etc instead of a static cash option?
Regards,
Duke Jones, CMT
Terry wrote:
Interest is computed whenever you are in cash. Go to Settings in AA.
General Tab has a place to set Annual Interest Rate.
--
Terry
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
Behalf Of haders2003
Sent: Thursday, January 12, 2006 13:22
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Interest charges for margin
Hi
I'm new to AB, but have used Metastock and Tradestation previously.
I'm quite impressed with AB so far, but cannot see how I can make
allowances for interest charges when using margin.
Any help is appreciated.
Regards
Haders
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