When back testing are commissions inputs round trip or 1 way?
Created at 11 Jul 2019, 07:47
When back testing are commissions inputs round trip or 1 way?
11 Jul 2019, 07:47
The comission input into backtesting, are they for one leg? Ie: cost for 1 entry. Or for both legs, eg: 1 entry + 1 exit cost
For Example if broker charges $100 per million round trip, do I input $50 or $100 into the comission box?
Thanks!