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 Post subject: Execution Simulator
PostPosted: Thu May 10, 2018 9:44 am 
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Joined: Wed Aug 08, 2007 6:32 pm
Posts: 220
Hi,

Can you show an example of how you add commission to a backtest simulation?

Also can you show how to add order and update latency to the simulation like in the original OQ?

Thanks


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 Post subject: Re: Execution Simulator
PostPosted: Mon May 14, 2018 10:53 am 
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Joined: Wed May 05, 2010 9:49 pm
Posts: 438
Hello Azuric,
Code with commissions for scenario:
Code:
            ExecutionSimulator.CommissionProvider.Type = CommissionType.Absolute;
            ExecutionSimulator.CommissionProvider.Commission = 1.5;


Latency:
Looks like we do not have latency option for ExecutionSimulator yet.


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