Applying Interest to Positions

AFL Programming
1

Hello,

I was wondering if there is a simple way to apply an annual interest rate, not to cash but to backtested positions. For example, it would be useful for considering CFD's interest rate in the backtest results.

Thank you in advance for your help.

Best Regards

2

The only way to do that is to post-process trade list and add interest based on number of bars in each trade http://www.amibroker.com/guide/a_custommetrics.html see example 3 for guidance.

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