cpp_Cost: C++ Trading Commissions class

In QuantTools: Enhanced Quantitative Trading Modelling

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

Other C++ classes: BBands, Candle, Crossover, Ema, Indicator, Order, Processor, RollLinReg, RollPercentRank, RollRange, RollSd, RollVolumeProfile, Rsi, Sma, Stochastic, Tick

QuantTools documentation built on Oct. 23, 2020, 7:54 p.m.