We should discuss.
https://www.wealth-lab.com/Discussion/Profit-Calculation-Off-Why-5881
I've got a solution in this post - around post 8 or 9 - that assumes a current 0.01 tick for stocks, but adjusts that for splits. This works well for the split case, but not for all world markets, like the ASX that has 0.001 "current tick" for prices below $0.10, 0.005 tick for prices below $2. Perhaps "Market Details" can be added to "Market Details"???
https://www.wealth-lab.com/Discussion/Profit-Calculation-Off-Why-5881
I've got a solution in this post - around post 8 or 9 - that assumes a current 0.01 tick for stocks, but adjusts that for splits. This works well for the split case, but not for all world markets, like the ASX that has 0.001 "current tick" for prices below $0.10, 0.005 tick for prices below $2. Perhaps "Market Details" can be added to "Market Details"???
Rename
Going to decline this, because while it might result in slightly more accurate results, I don't feel that the performance hit in backtesting justifies the added complexity.
Your Response
Post
Edit Post
Login is required