Commission rebate backtest

Questions about MultiCharts and user contributed studies.
regtracer
Posts: 28
Joined: 28 Dec 2016
Been thanked: 2 times

Commission rebate backtest

Postby regtracer » 23 May 2019

Hello,

I was testing several strategies placing limit orders in cryptocurrency. Exchanges such as Bitmex and Deribit offer commission rebate (negative commission rate such as -0.25%) for market makers. However, Multicharts can only simulate positive commission. Is there a way to enable negative commission?

User avatar
Svetlana MultiCharts
Posts: 645
Joined: 19 Oct 2017
Has thanked: 3 times
Been thanked: 163 times

Re: Commission rebate backtest

Postby Svetlana MultiCharts » 24 May 2019

Hello, regtracer

Unfortunately, there is no such feature at the present moment.

wilkinsw
Posts: 662
Joined: 21 Apr 2013
Has thanked: 154 times
Been thanked: 104 times

Re: Commission rebate backtest

Postby wilkinsw » 28 May 2019

My proposed change to MC would allow this behaviour:

viewtopic.php?t=52014#p132644


Return to “MultiCharts”