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How to set transaction cost as a percentage?

Programming

Hey there, any one know how to set transaction cost as a percentage in backtest? 
0 0
Posted on : 2023-06-11 14:37:22.450789
 
admin

The online platform currently supports fixed cost setup. If your strategy always trades at a fixed lot size, you can convert to the fixed cost assumption using


Per Order Fixed Cost = (my order lot size) x (contract size) x c%

Otherwise, you can use the formula below as a proxy for the total transaction cost.

Total Transaction Cost = (Annual Turnover Rate) x (Initial Capital) x c%

where c% is the transaction rate



0 0
Posted on : 2023-06-12 01:51:14.490768



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