Comments (7)
Hey, I was wondering the same thing about weighting. Premium is your cost per trade. It skims the amount off your balance before every buy, and after every sell.
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Hi thanks for the response, so the premium value is the cost per transaction, if that's the case then why when I look at the first transaction object does the "AbsoluteCashFlow" property have a value equal to 9999.43560, should it not be 9999. The candle for this buy transaction opened at 1.24840
var tx = result.Transactions;
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Maybe set some breakpoints in the BuyAsset and SellAsset methods, and you'll get your answer.
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Thanks but how do I do that?, I just have a single line of code which runs the backtest
Trady.Analysis.Backtest.Result result = runner.Run(10000, 1);
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Download the code.
from trady.
Hi @chillydk147 @glide1178 , premium is the cost per transaction, and the weighting is only for use when you want to distribute your money to different stocks. E.g. if you want to distribute $800 to aapl & $200 to fb, you use Builder.Add(candles_for_aapl, 8).Add(candles_for_fb, 2) to do the backtest.
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The parameters for backtest should be explained. Close.
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