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I just back tested a long only system (short=cover=0;) for buying
equities with:
margin=50;
interest=7;
SetOption("AccountMargin", margin);
SetOption("InterestRate",
interest);
1. The back test report showed I was invested 85% of the time and
"Short Trades" had an annual return of exactly 7.0%. I would expect
only 0.15*7% = 1.05%. What am I missing here?
2. 7% is what I expect to pay for my margin borrowings. When I do
have some cash collecting interest, I expect only about 4.5%, if I'm
lucky. Is there any way to program .afl for two different interest
rates, depending on whether I'm a borrower or a lender? Or at least,
not show any interest on my cash (Short Trades)?
Thanks for your help.
-- Keith
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