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Account for Dividends

Posted By kaizen 6 Years Ago
Posted Sunday June 09 2013
Is there a way to account for dividends in a trading system?

I have the data but how can I account for it in the P&L?
Is there a way to reduce the purchase price of the position to account for the dividend?

I.e Position opened at $10 and you get a $1 div can I make the opening price $9

Any other ways to show them in P&L of each position?

Posted Sunday June 09 2013
Can I use something like:

pos.SubmitOrder(1, TransactionType.Interest, OrderType.Market, 1)

How does this work/does this work? I tried it but it did not do anything.

Posted Sunday June 09 2013
RightEdge doesn't have any support for dividends. You might be able to use interest transactions to model it as you suggest, but they would need to be generated by the broker, so you would need to write your own broker or at least heavily customize the existing one.

Posted Tuesday June 25 2013
OK can I add a feature request for them. Or a way to add a transaction to a position that is not a buy or sell.

There may be things like spin outs, special divs or capital returns than can make a big difference.

FYI - I did manage to add them to the system by adding the total div amount to the broker using Deposit.

Posted Tuesday March 18 2014
How does this work? SystemData.Broker.Deposit(amount) does not affect the equity curve on my system. 'amount' is significant.

Thanks, Duane
Posted Wednesday March 19 2014
Any idea on this?

The answer appears to be straightforward since others have this working.

Thanks, Duane
Posted Thursday March 20 2014

Posted Friday March 21 2014
works great.

Thanks, Duane

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