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Open Feature request MC-1657

Set commission/comission rules and slippage programmatically
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Description

Currently we can define the commission (rules) and slippage in the Strategy Properties. However, it would be beneficial if we can also define these settings programmatically.

One of the benefits of that is that we can set the slippage depending on the time of day (backtest with 1 tick slippage during RTH, and with 2 ticks after hours, for example). This can also help with backtesting a portfolio.

(Based on the following topic: http://www.multicharts.com/discussion/viewtopic.php?f=19&t=46546 )

Steps to reproduce this issue

n/a

Comments (3)
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#0
user-offline.png vindiou
Jun 15, 2015 - 07:42

Changing the slippage from the code would be great.
According to the current instrument, current market conditions, volatility...

#1
user-offline.png KingCobra
Oct 05, 2017 - 09:48

Excellent idea

#2
user-offline.png Mark Simms
Sep 14, 2022 - 13:07

This is a great idea.....please implement.

History
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Issue basics
  • Type of issue
    Feature request
  • Category
    Usability
  • Targeted for
    Not determined
  • Status
    Under Review
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
Affected by this issue (2)
People involved
  • Posted by
    user-offline.png JoshM
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Issue details
  • Resolution
    Not determined
  • Severity
    Normal
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