Cost

pointValue

cancel

order

stockAbs

tradeAbs

tradeRel

absolute commission/refund per long position

longAbs

relative commission/refund per long volume

longRel

absolute commission/refund per short position

shortAbs

relative commission/refund per short volume

shortRel

Download and organize historical market data from multiple sources like Yahoo (<https://finance.yahoo.com>), Google (<https://www.google.com/finance>), Finam (<https://www.finam.ru/profile/moex-akcii/sberbank/export/>), MOEX (<https://www.moex.com/en/derivatives/contracts.aspx>) and IQFeed (<https://www.iqfeed.net/symbolguide/index.cfm?symbolguide=lookup>). Code your trading algorithms in modern C++11 with powerful event driven tick processing API including trading costs and exchange communication latency and transform detailed data seamlessly into R. In just few lines of code you will be able to visualize every step of your trading model from tick data to multi dimensional heat maps.

Stanislav Kovalevsky

QuantTools

Enhanced Quantitative Trading Modelling

Cost function

Usage

 Positive value means refund, negative value means cost!

Cost: c++ Trading Commissions class

Description

Arguments

Usage

IMPORTANT

See Also