Capital gains tax #481
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Newtoniano
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I am also looking for this feature, I do not believe it is currently possible. Perhaps a custom fee callback argument could be provided to the backtest to allow any sort of custom fee structure, besides the existing fees & fixed_fees arguments. @polakowo |
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I would like to consider a strategy's tax drag while calculating its performance. In my country we have a capital gains tax so that every time you sell a stock, if the price you sold it at is higher than what you bought it at, you pay 26% in taxes on the difference, on the profit you made, while there is no tax if you sold at a loss. In other words, 26% of your profit from each trade is gone immediately in taxes right after the trade (not at year end, but every time you sell at a profit). I'd like to take this tax into consideration while running the backtest, so that the total balance of my portfolio is always after-tax, so that every time I re-enter the position in the backtest with 100% of my account balance, the backtest doesn't use money that in reality I wouldn't have in a real world scenario. Is it possible to do this in vectorbt? If yes, how would I do it?
Thanks in advance for your help.
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