[SQ4 B5] Please clarify if "Default cost per RT" is being used in backtesting or if only "Commission" is used

Please clarify which values are used by the backtesting engine for the fixed costs per round-turn-lot. In the symbol settings, we can set "Default cost per RT" (is it in pips? Dollar?). But in the backtesting engine (for example in the Strategy Builder), we can set "Commission" in $. Is that on top of the "Default cost per RT" in the symbol editor or is the "Default cost per RT" not used at all? This is a bit confusing..... Why doesn´t the backtesting engine just use the value that is set in the "Default cost per RT" in the symbol editor? Why the extra "Commission" parameter at all?

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  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

?
#1

anonymous

01.09.2017 08:43

Task created

MF
#2

Mark Fric

02.09.2017 08:35

Status changed from New to Confirmed

you are right, it is confusing. Defalt cost per RT isas same as Commission, it should be set automatically from the symbol.


We'll be refactoring commission functionality, allowing for different commission computation models, hopefully we'll make it in Beta 6.

?
#3

anonymous

03.09.2017 20:22
Cool!
MF
#4

Mark Fric

13.10.2017 15:23
sorry, this is postponed to Beta 7
MF
#5

Mark Fric

31.01.2018 09:24

Status changed from Confirmed to Fixed

new way of defining commissions for backtesting

Votes: 0

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