Rollover calculation

Posted By: Ger1

Rollover calculation - 12/02/17 08:57

Could anyone advise on how to change Zorro's rollover calculation?

According to the manual rollover is added to the trading cost for any trade that was longer open than 12 hours at any new day, including Saturday and Sunday.

However, FXCM only charges rollover for trades that are open past 5 pm EST (http://help.fxcm.com/markets/Product-Gui...ancing-cost.htm).


How can that be achieved in the simulation?
Posted By: jcl

Re: Rollover calculation - 12/06/17 10:23

Not only that, they also charge three times the rollover at Wednesdays or Fridays, dependent on the asset.

If you want to precisely simulate the rollover, use a TMF and calculate permanently the TradeRoll variable.
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