RealTest User Guide
RealTest User Guide

 

 

Navigation: Realtest Script Language > Syntax Element Details >

ShortPrcdsIntPct

 

 

 

 

Category

Settings

Description

Interest rate received for value of proceeds from short stock positions held in the account.

Notes

If the settings also provide a RiskFreeRateSym then ShortPrcdsIntPct is added to the current daily interest rate as determined by today's value of the risk-free rate series. In this case, ShortPrcdsIntPct would typically be negative, e.g. -0.5 if your broker pays 0.5% less than the fed funds rate (with floor of zero).

If ShortPrcdsIntPct is provided when there is no RiskFreeRateSym then ShortPrcdsIntPct is simply a fixed annual interest rate.

Daily net interest received or paid is added to combined S.Equity and therefore becomes part of the total return of the backtest.

The stats series S.Interest can be used to graph or reference the cumulative net interest received or paid in the account.

See also CashIntPct, MarginIntPct, and ShortLoanIntPct.

 

 

 

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