How does the commissions setting work in backtesting?
Created at 07 Mar 2014, 17:20
How does the commissions setting work in backtesting?
07 Mar 2014, 17:20
Is the commission setting meant to be for one leg or both legs of the trade?
For instance, for IC Markets:
Opening Price€100,000 x 1.3000
= USD $130,000
x (3 / 100,000)$3.90
Closing Price€100,000 x 1.3100
= USD $131,000
x (3 / 100,000)$3.93
Total Commission on Trade$7.83
Is the commission setting 39 per Million, or 78 per Million?
amiscell
07 Mar 2014, 18:03
RE:
amiscell said:
I think I worked it out - It's $78 / Million traded - to include both legs.
@amiscell