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Category
Strategy Elements
Description
Specifies a CSV file that lists deposits and/or withdrawals to/from the current equity of a strategy
Input
Path to a CSV file with dates in the first column and amounts in the second column
Notes
The file can have any number of rows, and can have multiple rows for the same date.
The header row is optional.
Use positive amounts for deposits and negative amounts for withdrawals.
Amounts for each date in a test are applied at the beginning of that day, before any trading signals are processed.
If dates are weekend or holiday, they are applied to the next trading day.
To specify deposits and withdrawals by formula, use CashInOut rather than CashList.
Unlike FeesList, items in CashList are NOT included in the stats calculations of a backtest, such as the annual return, max drawdown, and daily net percent gain or loss.
Example
CashList is most often used with strategies that use TradeList to play back live trades:
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The CSV file would look like this (additional columns will be ignored):
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