Minimum orders ticket price, how to adjust the equity result

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arjfca
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Minimum orders ticket price, how to adjust the equity result

Postby arjfca » 08 Jan 2011

Hello

My broker IB charge 10$ per side for orders quantity below 25000. How could i include a rule to adjust my equity value in my backtest

I did test my trading rules with the minimum orders in the signal properties. Result is better when minimum order is at 0, but this is not taking in account that it would cost me 2 X 10$ per round below 25 000 units.

Martin

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Dave Masalov
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Re: Minimum orders ticket price, how to adjust the equity re

Postby Dave Masalov » 11 Jan 2011

Dear Martin,

Unfortunately, this is not possible at the moment. You can post a feature request in Project Management.


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