Originally Posted By: jcl
In fact it's -0.0007, since calendar days are counted, not business days. -$50 / leverage 2 / 365 days * 0.01 interest = -0.0007.

thanks for clarification! As I understand, it's initial RollLong value. When I test a system will this value be recalculated every day based on a current stock price?

Last edited by kujo; 12/06/17 16:49.