I just found in the wiki, there should be a Community.Commissions-Extension available.
http://www2.wealth-lab.com/WL5WIKI/CommunityCommissionsMain.ashx
But I could not find it in the Extensions-Page.
Where can I find it?
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In fact, you should see it as a Local extension in the Extension Manager > Addins. You know it works when several commission structures are listed in the Wealth-Lab's Preferences > Commissions.
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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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It's "Community" component, and anyone who wants to add to it may do so. If you or someone else can't get to it, I'll see if I can before the 5.6 release.
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That would be fine if you could do it.
Thank you.
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Okay, doing this now, but the Maximum per Order will have to simply be a specified % of trade value since there's no way to know what ECN and other fees are, especially in backtest.
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Wow, thank you Cone.
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No problem, it's done for 5.6, but I'll post it at the Wiki site later today so you can use it now.
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Actually, I have to take that back. Community.Commission is set up for Extensions download and update, so I'll add it there!
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Works well, thank you!
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Hi,
Is there any way for total commissions ( ie. buy & sell) to be deducted from initial position size before no of shares are calculated?
Other than creating a position sizer that can access commission values?
If position sizers is the only way, how can commission values be accessed?
Regards
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The EntryCommission and ExitCommission properties of the Position object return the commission value (QuickRef for more). However, they're not available during Strategy execution. You can access these properties in Performance Visualizers, Commission structures and PosSizers.
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