Uses of Package
com.wualabs.qtsurfer.engine.strategy.backtest.simulation
Packages that use com.wualabs.qtsurfer.engine.strategy.backtest.simulation
Package
Description
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Classes in com.wualabs.qtsurfer.engine.strategy.backtest.simulation used by com.wualabs.qtsurfer.engine.strategyClassDescriptionDecides the fee RATE (decimal, e.g. 0.001 = 0.1%) charged on a backtest fill .Decides WHEN a backtest signal fills.Adjusts a signal price into the price a backtest fill actually executes at .
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Classes in com.wualabs.qtsurfer.engine.strategy.backtest.simulation used by com.wualabs.qtsurfer.engine.strategy.backtest.simulationClassDescriptionThe inputs a
FeeModelneeds to decide a fill's fee rate.Decides the fee RATE (decimal, e.g. 0.001 = 0.1%) charged on a backtest fill .Decides WHEN a backtest signal fills.Which side of the order book a fill takes, for maker/taker fee routing .The inputs aSlippageModelneeds to adjust a signal price into an execution price.Adjusts a signal price into the price a backtest fill actually executes at .