Class TickTransactionCosts

Namespace

Balsam.TransactionCosts

Assembly

Balsam.Backtester.dll

Applies a fixed number of ticks slippage.

public class TickTransactionCosts : TransactionCostModel, ICloneable

Inheritance

object

TransactionCostModel

TickTransactionCosts

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

ApplyToLimitOrders

Gets/sets whether slippage applies to limit orders.

public bool ApplyToLimitOrders { get; set; }

Property Value

bool

Commission

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

public double Commission { get; set; }

Property Value

double

Ticks

Gets/set the number of ticks slippage per share/contract (value can be fractional).

public double Ticks { get; set; }

Property Value

double

Methods

OnCalculate(ITrade)

Sets slippage.

protected override void OnCalculate(ITrade trade)

Parameters

trade ITrade