Hi, I'm writing a backtest AFL that does SpreadBetting on the FOREX.
The spreadbet company deducts (or adds to - depending on the security and interest rate) money at the end of each day from your account for each day the trade rolls over to the next day. How do I do this in AFL? - I need the following: 1. After each trade has concluded (ie. sold if long), I multiply the number of days between the buy and sell bars by a value - say X. (Please note - it is important to make sure the number of bars between buy and sell are counted in days and not mins or hrs - as I may be running this AFL on intraday data also). 2. I then deduct X from the current equity value after each trade. It is important to ensure Step 2 occurs immediately after each trade has concluded, as gains/loses from my overall equity will affect position sizing on future trades. Most grateful! Alex
