Fractional bid-ask spread crossed on each trade (e.g. 0.0005 = 5 bps). Default 0 is frictionless.
Fractional taker fee charged on the traded notional.
Lower bound on the target position. Signals below this value are clamped to it.
Upper bound on the target position. Signals above this value are clamped to it.
Contract multiplier applied to mark-to-market PnL, fill slippage, and proportional fees.
Fixed fee (or rebate when negative) charged per contract on each fill.
https://screamer.readthedocs.io/en/latest/ for the Python reference and full details.
Backtest a target position against a value series (price/mark) into a costed mark-to-market equity curve.