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Overnight swap interest cost calculation

Posted: Jan 09 2021
by paulc
Hi

How do I incorporate broker charges for holding positions overnight? I know the interest cost I am charged but how do I reflect this is my strategy positions?

Re: Overnight swap interest cost calculation

Posted: Jan 09 2021
by paulc
I'm actually trying to combine both a fixed commission per trade of $10 (regardless of size) plus a swap cost of 5% per annum based on value of trade and days position is held.

Can you tell me how to combine both into one strategy?

Re: Overnight swap interest cost calculation

Posted: Jan 09 2021
by TJ
Are you talking about backtest?

Re: Overnight swap interest cost calculation

Posted: Jan 09 2021
by paulc
Yes.