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Commission Rules

431 bytes added, 15:56, 15 October 2012
# Select volume measurement unit from the '''Volume in''' list.
# Select the accumulation period from the '''Reset Volume Counter''' list.
## After every trade
## Monthly
# Select real-time or after every trade mode of calculation from the '''Calculate Commission''' list.
::* '''in real-time'''. Order size is distributed among the levels according to '''Fixed Commission Rules''' and order commission equals to the sum of commissions from every level.
<div style="background-color: #E5F6FF;">Example:
 
Commission rules:
 
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>
 
::* '''after every trade'''. Order commission equals to the commission from '''one and only''' level ('''Fixed Commission Rule''') corresponding to the size of the order.
::* '''once per day'''. Order commission equalsto the commission from '''one and only''' level corresponding to the total volume of all orders filled during the period between the first day of the month and the day previous to the trade. Thus, volume is calculated once at the end of every calendar day.

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