[請益]留倉成本如何設定
想請問AMIBROKER 哪邊可以設定留倉(隔夜)成本
例如:
買進(2012/10/1)到賣出(2012/10/10)
共跨9夜(包含周末)
除了手續費外
還想再設成本9*留倉成本
要如何解決
感謝~~~~
自己來解答看過vedel 大PO的"AmiBroker 投資組合試算"http://coco-in.net/forum.php?mod=viewthread&tid=20544&fromuid=6528 想到可以寫段把留倉成本算出來的腳本事後再來計算就好(感覺很多此一舉) ANYWAY 下面寫法很粗糙希望有前輩可以指出錯誤或幫忙縮短 (或是直接點明AB哪邊可以設留倉成本) _SECTION_BEGIN("HoldingCost");Buy_time=ValueWhen(Buy,TimeNum(),1);Sell_time=ValueWhen(Sell,TimeNum(),1);Buy_date=ValueWhen(Buy,DayOfYear(),1);Sell_date=ValueWhen(Sell,DayOfYear(),1);Buy_year=ValueWhen(Buy,Year(),1);Sell_year=ValueWhen(Sell,Year(),1);Buy_Holdingday=IIf(Year()!=Sell_year, IIf(Buy_date>Sell_date, 365-Buy_date+DayOfYear(), IIf(Year()==Buy_year, DayOfYear()-Buy_date,0) ), IIf(Buy_year==Sell_year, IIf(Buy_date>Sell_date,DayOfYear()-Buy_date, IIf(Buy_date==Sell_dateAND Buy_time>Sell_time,DayOfYear()-Buy_date,0) ), IIf(Buy_date<Sell_date,DayOfYear()-Buy_date, IIf(Buy_date==Sell_dateAND Buy_time>Sell_time,DayOfYear()-Buy_date,0) ) ) ); Short_time=ValueWhen(Short,TimeNum(),1);Cover_time=ValueWhen(Cover,TimeNum(),1);Short_date=ValueWhen(Short,DayOfYear(),1);Cover_date=ValueWhen(Cover,DayOfYear(),1);Short_year=ValueWhen(Short,Year(),1);Cover_year=ValueWhen(Cover,Year(),1);Short_Holdingday=IIf(Year()!=Cover_year, IIf(Short_date>Cover_date, 365-Short_date+DayOfYear(), IIf(Year()==Short_year, DayOfYear()-Short_date,0) ), IIf(Short_year==Cover_year, IIf(Short_date>Cover_date,DayOfYear()-Short_date, IIf(Short_date==Cover_dateAND Short_time>Cover_time,DayOfYear()-Short_date,0) ), IIf(Short_date<Cover_date,DayOfYear()-Short_date, IIf(Short_date==Cover_dateAND Short_time>Cover_time,DayOfYear()-Short_date,0) ) ) ); COCO=(Buy_Holdingday+Short_Holdingday)*7;HoldingCost=IIf(Sell ORCover,Ref(COCO,-1),0); "HoldingCost="+COCO;_SECTION_END(); AddToComposite(Equity(),"~TX","C");AddToComposite(HoldingCost,"~TX","V"); 紅色7就是隔夜成本我設7然後是把隔夜成本當作成交量丟到TX商品去 出來的圖會是長這樣下方只是算總資金部位
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