Changes

Commission Rules allow settings in Strategy properties are designed to configure flexible make backtesting and real-time simulation more realistic. They also affect strategy order prices calculation in auto trading (i.e. trailing stops, profit targets) as well as Strategy and Trading Performance Reports. Flexible commission settings templatesare based on major broker commissions allowing to configure auto trading the way a user needs.

* '''0.01$ per Contract'''. Commission is set to $0.01 per contract regardless of the trade size.* '''0.01% per Contract'''. Commission is set to 0.01% of trade value regardless of the trade size.* '''1$ per Trade'''. Commission is set to $1 per trade regardless of the trade size.* '''Tiered per Month'''. Commission is set to 0.01% of trade value if trade size is less than 9999, 0.005% of trade value if trade size is between 10000 and 99999, 0.0025% of trade value if trade size is equal or higher than 100000. Every template parameter can be changed. In most cases default templates should be enough. However, if it is not the case custom templates can be created.

# Select real-time or # '''After every trade'''. Volume used for commission calculation is reset after every trade mode .## '''Monthly'''. Volume used for commission calculation is reset at the end of the calendar month.# Select calculation mode from the '''Calculate Commission''' list.::* '''in real-time'''. Order size Commission is distributed among the calculated in real-time, after every filled contract inside one order. If your order falls on two or more commission levels according to , commission will be calculated for each portion and then added. <div style="background-color: #E5F6FF;">Example 1: '''After every trade'''Fixed is selected in the Reset Volume Counter list. Commission Rulesrules: 0-99 $0.05 per Contract  100-999 $0.03 per Contract >=1000 $0.01 per Contract The strategy buys 60 contracts - commission = $0.05 * 60 = $3 The strategy sells 150 contracts - commission = $0.05 * 99 + $0.03 * 51 = $6.48 The strategy buys 3000 contracts - commission = $0.05 * 99 + $0.03 *900 + $0.01 * $2001 = $51.96</div>   <div style="background-color: #E5F6FF;">Example 2: '''Monthly'' and order ' is selected in the Reset Volume Counter list. Commission rules: 0-99 $0.05 per Contract  100-999 $0.03 per Contract >=1000 $0.01 per Contract First day ::The strategy buys 60 contracts - commission = $0.05 * 60 = $3 ::The strategy sells 150 contracts - commission = $0.05 * 39 + $0.03 * 111 = $5.28 ::The strategy buys 3000 contracts - commission equals to = $0.03 *789 + $0.01 * 2211 = $45.78 First day ends: accumulated volume for the sum month = 60 + 150 + 3000 = 3210 Second day ::The strategy sells 100 contracts - commission = $0.01 * 100 = $1 ...  First day of commissions from every levelthe next month: accumulated volume for the month = 0 ::The strategy sells 50 contracts - commission = $0.05 * 50 = $2.5 ::The strategy sells 50 contracts - commission = $0.05 * 49 + $0.03 * 1 = $2.48 </div>  ::* '''after every trade'''. Order Commission is calculated after the entire order is processed. If your order falls on two or more commission equals levels, commission level corresponding to the commission from entire order size will be applied.<div style="background-color: #E5F6FF;">Example 3: '''one and onlyAfter every trade''' level (is selected in the Reset Volume Counter list. Commission rules: >0 $1 per Trade  >=100 $1.25 per Trade  >=1000 $1.5 per Trade  The strategy buys 60 contracts - commission = $1 The strategy sells 150 contracts - commission = $1.25 The strategy buys 3000 contracts - commission = $1.5</div>   <div style="background-color: #E5F6FF;">Example 4: '''Fixed Commission RuleMonthly''') corresponding to is selected in the Reset Volume Counter list. Commission rules: >0 $1 per Trade  >=100 $0.75 per Trade  >=1000 $0.5 per Trade  First day: accumulated volume for the month = 0 ::The strategy buys 10 contracts - accumulated voume = 10 - commission = $1 ::The strategy sells 20 contracts - accumulated voume = 30 - commission = $1 ::The strategy buys 100 contracts - accumulated voume = 130 - commission = $0.75 ::The strategy buys 100 contracts - accumulated voume = 230 - commission = $0.75 First day ends: accumulated volume for the size month = 10 + 30 + 100= 230 Second day ::The strategy sells 100 contracts - accumulated voume = 330 - commission = $0.75 ...  First day of the ordernext month: accumulated volume for the month = 0 ::The strategy sells 50 contracts - accumulated voume = 50 - commission = $1 ::The strategy sells 50 contracts - accumulated voume = 100 - commission = $0.75 </div>  ::* '''once per day'''. Order commission equalsto Commission is calculated based on the commission number of contracts traded from the first calendar day of the month till the end of the previous calendar day for all orders processed during the current day.::<div style="background-color: #E3FBE5;">Note: '''one and Once per day''' option is available onlywhen '''Monthly''' level corresponding to accumulation period is selected in the total Calculate Commission list..</div> <div style="background-color: #E5F6FF;">Example 5: Commission rules: >0 $1 per Trade  >=100 $0.75 per Trade  >=1000 $0.5 per Trade  First day: accumulated volume of all orders filled during for the period between the first month = 0 ::The strategy buys 10 contracts - accumulated volume = 0 - commission = $1 ::The strategy sells 20 contracts - accumulated volume = 0 - commission = $1 ::The strategy buys 100 contracts - accumulated volume = 0 - commission = $1 ::The strategy buys 100 contracts - accumulated volume = 0 - commission = $1 First day of ends: accumulated volume for the month and = 10 + 20 + 100 + 100 = 230 Second day: accumulated volume for the previous period = 230 ::The strategy sells 100 contracts - accumulated volume = 230 - level 2 - commission = $0.75 ...  First day previous to of the trade. Thus, next month: accumulated volume is calculated once at for the end of every calendar day.month = 0 ::The strategy sells 50 contracts - accumulated volume = 0 - level 1 - commission = $1 ::The strategy sells 50 contracts - accumulated volume = 0 - level 1 - commission = $1</div>

:# Select commission measurement unit from the list:<br>- Cash per Contract;<br>- Cash per Trade;<br>- Percent of Trade Value;<br>- (FX) Basis Points of Trade Value'''*''';<br>- (FX) % % Basis Points of Trade Value'''*'''.<br><div style="background-color: #E3FBE5;">'''*''' Basis Point = 0.0001. TradeValue = Fill Price*Filled Contracts*BigPointValue.</div>:# Check the '''Commission Limits'''check box to enable commission maximum and minimum values.

:## Check the '''Max Value''' check box, setup the maximum commission value and select '''per Contract''' / '''per Trade''' calculation mode.<div style="background-color: #E5F6FF;">Example 6: Commission rule is set to $0.1 per contract. Min Value is set to $1 per trade and Max Value is set to 5$ per trade. If the strategy sells 5 contracts, the commission will be $1. If the strategy buys 100 contracts, the commission will be $5. </div>

::<div style="background-color: #E3FBE5;">Note: Trade means a filled order.</div>