Originally Posted By: jcl
Just calculate the rollover as in the example. What exactly is the problem?


Jcl, thanks for helping out.
The problem is that I want to calculate the cost of borrowing for leverage in the stock market with Zorro (Z9 system to be exact).

Example: I have 5k in my account. I use leverage 2 and borrow another 5k from the broker. Then I buy 10k worth of ETFs. I remain open in this position for a year. Interest on borrowing money from the broker is 3%. By the end of the year I owe broker ~150 (5k * 3%) as an interest for borrowing. So, I want Zorro to calculate this amount.

I understand what is rollover for forex, but it's not clear for me what is rollover for the stock market in Zorro. As I understand, I can use RollLong to calculate the interest for borrowing. However, rolllong costs calculated by Zorro in the above case would be ~300, because Zorro will use 10k for calculation. So, rolllong isn't exactly the cost of borrowing.

I wonder if I can calculate the cost of borrowing (150 in the above case) for the stock market. If yes, could you please point out how to do this using Z9 system?

Thank you!