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cpp_Cost

C++ Trading Commissions class


Description

C++ class documentation

Arguments

pointValue

price point value ( 1 for stocks )

cancel

absolute commission per order cancel

order

absolute commission per order

stockAbs

absolute commission per stock / contract

tradeAbs

absolute commission per trade

tradeRel

relative commission per trade volume

longAbs

absolute commission/refund per long position

longRel

relative commission/refund per long volume

shortAbs

absolute commission/refund per short position

shortRel

relative commission/refund per short volume

Usage

Cost = {}

IMPORTANT

Positive value means refund, negative value means cost!

See Also

Other backtesting classes: Candle, Indicator, Order, Processor, Tick


QuantTools

Enhanced Quantitative Trading Modelling

v0.5.7.1
GPL-3
Authors
Stanislav Kovalevsky
Initial release

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