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Dave
Thanks, I think I'll try that idea (no. of trading days and add to
commission cost) since (1) by their very nature, you'd only want to
be in a CFD position for I guess max a couple of weeks and (2) it's
only whether there's any impact on the system, as you say.
Cheers, Bernard
--- In amibroker@xxxxxxxxxxxxxxx, David Smith <david.smith5@xxx>
wrote:
>
> 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@xxx> 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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