Custom commissions
Author: avishn
Creation Date: 6/5/2010 1:20 PM
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avishn

#1
Is there any documentation available for commissions API?
Alternatively, is Community.Commissions source available for download?


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Eugene

#2
To quote Robert (source -Community.Commissions):
QUOTE:
Community.Commissions is included in the "Developer 5" installation. "Pro 5" customers have no use for this extension as it is intended to apply to international brokerage commission schedules.
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avishn

#3
Since there's no commission package in WLP which would match Fidelity's commission schedule exactly ($7.95 + some funds are no-commission), it appears that I would need to create my own. Any chance to get access to documentation or the source code?
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Cone

#4
Fidelity recently changed their commission, and it will too in the WLP Fidelity commissions schedule... hmmm, although that makes it not exact for backtesting. Go figure.

We don't own the API docs, so there's no chance to get any that are unpublished from us. But sure, we can put up the Community.Commissions source on the Wiki.
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avishn

#5
Thank you.
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avishn

#6
I believe Community.Commissions source is not on the Wiki yet... Could you make it available please?
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dansmo

#7
Can you please make the source available.
Also: in the Slippage section it would be very nice if one could enter values different than integer for slippage in futures contracts and three decimals for slippage in stocks.
If this was available I could define my commissions with Commissions and slippage settings, because they are fixed + percent of trade value.

edit:
what do you regard as "Trade Value" in Futures?
1) number of contracts x price
or
2) number of contracts x price x pointValue?

I would expect it to be the latter, but WL seems to handle this with the formula 1).
Regarsing the value I think formula 2) ist the correct one. What do you think?
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Eugene

#8
The source code is available long ago. Log in to the Wiki to download the attachment on the Community.Commissions page.