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| Execution Simulator http://www.smartquant.com/forums/viewtopic.php?f=86&t=14825 |
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| Author: | azuric [ Thu May 10, 2018 9:44 am ] |
| Post subject: | Execution Simulator |
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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| Author: | skuvv [ Mon May 14, 2018 10:53 am ] |
| Post subject: | Re: Execution Simulator |
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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