MultiCharts Easter Sale has jumped in! Up to 50% off Explore offers
+1 888 340 6572
MultiCharts Project Management
previous_open_issue.png
Go to the previous open issue
previous_issue.png
Go to the previous issue (open or closed)
star_faded.png
Please log in to bookmark issues
feature_request_small.png
Open Feature request MC-2565

Portfolio Trader needs a better commission rule setting

action_vote_minus_faded.png
2
Votes
action_vote_plus_faded.png
next_issue.png
Go to the next issue (open or closed)
next_open_issue.png
Go to the next open issue
Description

If I have a basket of instruments in PT, with greatly varying tick values and volatilities, commissions etc, and one signal applied (which I'm optimizing), I need costs per fill to be instrument specific and not signal specific. Otherwise the optimization will be steered by any biases (will over aggressively trade the underestimated cost instrument and under trade the overestimated cost instrument).

I suggest either:

-add the costs section to the dropdown menu when the user right clicks each instrument (and this will override the strategy level costs specified).

-or allow the user to specify a factor of QM specified "instrument default costs" under strategy level "commission rule".

I prefer the first option personally.

There's just a few details that need sorting in PT to make it a great back testing tool. IMO these are: instrument specific commission rules (detailed here) and bar magnifier. Sort them both out and I'd be happy to pay extra for a premium version of PT!

Comments (0)
There are no comments
History
Issue basics
  • Type of issue
    Feature request
  • Category
    Not determined
  • Targeted for
    Not determined
  • Status
    Under Review
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
Affected by this issue (0)
There are no items
People involved
Times and dates
  • Posted at
  • Last updated
Issue details
  • Resolution
    Not determined
Attachments (0)
There is nothing attached to this issue
Commits (0)
There are no code checkins for this issue
Duplicate issues (0)
This issue does not have any duplicates