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Simulare costi Overnight

Wolf Trades · 2021-06-11T12:55:01+00:00

Buon pomeriggio a tutti, volevo sapere dai più esperti se c’è un modo per inserire all’interno dei trading system un modo per simulare i costi di overnight per avere dei back test più vicini possibili alla realtà. Grazie

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Forum ProRealTime Italiano
ProOrder: Trading Automatico & Backtesting
Simulare costi Overnight

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06/11/2021 at 1:55 PM #171619 quote

Wolf Trades
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Buon pomeriggio a tutti, volevo sapere dai più esperti se c’è un modo per inserire all’interno dei trading system un modo per simulare i costi di overnight per avere dei back test più vicini possibili alla realtà.

Grazie

06/11/2021 at 3:40 PM #171627 quote

robertogozzi
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Devi determinare i costi overnight per lo strumento che tradi ed usare un contatore che conti le notti i giorni in cui sta aperto oltre le 23.

Dopodiché, quando quell’operazione chiude aggiorni un tuo totale della strategia togliendoci quei costi e con GRAPH la stampi.
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Simulare costi Overnight

ProOrder: Trading Automatico & Backtesting

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Wolf Trades @lupo32 Participant

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This topic contains 1 reply,
has 2 voices, and was last updated by robertogozzi
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Topic Details

Forum:	ProOrder: Trading Automatico & Backtesting
Language:	Italian
Started:	06/11/2021
Status:	Active
Attachments:	No files

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Simulare costi Overnight

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Simulare costi Overnight ProOrder: Trading Automatico & Backtesting

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Simulare costi Overnight

ProOrder: Trading Automatico & Backtesting