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Historical tester should consider Over-the-weekend leverage
 Post subject: Historical tester should consider Over-the-weekend leverage Post rating: 0   New post Posted: Sat 05 Oct, 2013, 21:18 
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User rating: 21
Joined: Thu 19 May, 2011, 20:50
Posts: 413
Location: Germany, Munich
Please implement Over-the-weekend leverage cut into the Historical tester to make it more realistic.

If I ask getOverWeekEndLeverage() from the IAccount class, I always get 80 as result
After https://www.dukascopy.com/swiss/german/f ... ts/margin/ it should be 1:30 or 1:60!

This is a big issue an can cause wrong backtest results!


 
 Post subject: Re: Historical tester should consider Over-the-weekend leverage Post rating: 0   New post Posted: Tue 28 Jul, 2015, 09:35 
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User rating: 21
Joined: Thu 19 May, 2011, 20:50
Posts: 413
Location: Germany, Munich
Please implement this.


 
 Post subject: Re: Historical tester should consider Over-the-weekend leverage Post rating: 0   New post Posted: Sun 21 Feb, 2016, 00:31 
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User rating: 21
Joined: Thu 19 May, 2011, 20:50
Posts: 413
Location: Germany, Munich
Any news on this?
This topic has > 1500 views and still gets ignored..... for almost 2.5 years


 

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