Suoranta.Finance Namespace
Suoranta.Finance - Developer API

IBacktestSettings Properties

The IBacktestSettings type exposes the following members.

Properties


  Name Description
Public property AllocationMethod
Gets or sets

Field Value

Allocation.
Public property FlatOrderCost
Gets or sets

Field Value

the fixed cost per executed order.
Public property InitialEquity
Gets or sets the initial equity.
Public property Leverage
Gets or sets

Field Value

the leverage (i.e., value 1 is 100% allocation of initial or current equity).
Public property OrderCostBp
Gets or sets

Field Value

the variable cost of executing a transaction as basis points of the notional value. The total cost may also include a flat component defined by FlatOrderCost.