Class FixedTransactionCosts

Namespace

Balsam.TransactionCosts

Assembly

Balsam.Backtester.dll

Sets a fixed currency amount of slippage for each trade.

public class FixedTransactionCosts : TransactionCostModel, ICloneable

Inheritance

object

TransactionCostModel

FixedTransactionCosts

Implements

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)

Properties

Commission

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

public double Commission { get; set; }

Property Value

double

Slippage

Gets/sets slippage in local currency terms on a per trade basis (.e.g. $75 slippage per trade, regardless of number of shares/contracts, which is converted to a per share/contract amount).

public double Slippage { get; set; }

Property Value

double

Methods

OnCalculate(ITrade)

Sets slippage.

protected override void OnCalculate(ITrade trade)

Parameters

trade ITrade