Re: [amibroker] CFDs and Financing Costs

[David Smith <david.smith5@xxxxxxxxxxxxxxx>]

Bernard..

2 suggestions, first you could calculate it on the fly by using position size, (any you would need to keep track of the days in position) & add to the final exit commission cost.

Secondly, a rough method is to run your system & using the average days in trade & average trade size calculated a typical cost which can be added as commission cost, then rerun the system with the higher commission costs.  Its rough but will tell you if the system if impacted badly straight away.

For short term systems this works ok, longer term systems it gets a bit rough but still will show if an increase in trading costs causes your system to break down.

Cheers, Dave



> bernardedmond01 <bernardedmond01@xxxxxxxxxxx> wrote:
> 
> I know there are some forum members who regularly trade CFDs. To 
> those,I'd like to ask, how do I build in assumptions about financing 
> costs into my backtesting? 
> Thanks


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