VADI
Contents
VADI is the acronym for "Value Added Daily Index".
VADI calculations start at the start of trading equity. Values increase and decrease as a ratio of profit/loss of trading equity percent. VADI is net of capital adds and draws, and it includes accrued fees, whereas trading equity only includes booked fees.
Syntax: |
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value = test.vadi |
Parameter: |
Description: |
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<none> |
No parameters. |
Example: |
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' Show current VADI property value |
Returns: |
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Print Output file will show the test date and the value of the VADI property. |
Note:
Fee transactions are accrued on a (daily/monthly/quarterly/yearly) basis, and booked as defined in global parameters .
Click to Expand -- Click to Reduce
Global Parameters - Suite Fee Parameter Options (User's Guide Help).
When the Use Global Adds Draws option is set to TRUE, fee amounts will be recorded in the Capital Adds Draws Transaction file.
Global Parameter Fees will create a fee transactions based upon the Charge Management Fee selected setting. The amount of a fee event is applied at the end of a trade day off the current selected test date period. Fee transactions are applied as one of the last After Trade Day equity adjustments.
Each fee type can have a different accrual period. As fees accrue, they are booked as draws from the account equity.
Capital Adds & Draws transactions can be included in the transaction basis.
Parameter: |
Description: |
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Management Fee (Annual % of Equity) ^Top |
This fee is a percentage calculation. It is the cost of inclusion into the trading management structure. |
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Charge Management Fee ^Top |
 Management Fee Timing Options |
Management fees accrual timing is determined by this selected value. |
Incentive Fee (% of Net New Profits) ^Top |
Enter an incentive percentage rate to apply to the added gain amount during each of the gain periods. |
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Charge Incentive Fee ^Top |
Incentive Fee Timing Options |
Incentive fees are determined by the user's selected accrual period. |
Use Capital Adds Draws ^Top |
 Fee Acruel Capital Adds & Draws Update Option |
When FALSE, none of the fee transaction will not be recorded in the Capital Adds & Draws transaction records.
When set to TRUE, the fee accrual transactions will each become a record a recorded item the Capital Adds & Draws records. |
Links: |
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Fee Accruals, Script Adds & Draw Option, UpdateOtherExpenses, VadiCapital Adds Draws, Fee Accruals, OtherExpense, Script Adds & Draw Option, UpdateOtherExpenses |
See Also: |
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Edit Time: 9/13/2020 2:30:11 PM |
Topic ID#: 643 |