Class BasisPointTransactionCosts

Calculates slippage as a percent of fill price.

public class BasisPointTransactionCosts : TransactionCostModel, ICloneable

Inherited Members: TransactionCostModel.ApplyToRolls

TransactionCostModel.Calculate(ITrade)

TransactionCostModel.GetSeries(ITrade)

TransactionCostModel.GetAtr(ITrade, int)

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Extension Methods: Excel.ExportToExcel(object)

Clipboard.CopyToClipboard(object)

Constructors

Initializes a new BasisPointTransactionCosts object.

public BasisPointTransactionCosts()

Initializes a new BasisPointsTransactionCost object using the specified amount.

public BasisPointTransactionCosts(double basisPoints)

Gets/sets the number of basis points.

public double BasisPoints { get; set; }

Gets/sets the commission per share/contract in local currency terms.

public double Commission { get; set; }

Sets slippage as a percent of trade price (unadjusted trade price for futures).

protected override void OnCalculate(ITrade trade)