Costs

Commission & Slippage

This is the slippage and commission to be subtracted from each trade.

TradePerSide: If Trade Per Side (More common for Future) selected, then trade commission = 2 x Commission.

TimesQuantityPerSide: If Times Quantity Per Side (More common for Stocks) selected, then trade commission = 2 x Trade quantity x Commission.

RoundTrip: If used this means commision and slippage values are used for a open and close of a trade.

For futures use: TradesPerSide / RoundTrip.

For stock use: Times-Quantity.

Andrew is the author of this solution article.

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