I just use .2% for all commissions. It overstates it a bit on the safe side.

 

--

Terry

-----Original Message-----
From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of Mark H
Sent: Thursday, April 06, 2006 17:23
To: [email protected]
Subject: [amibroker] How to simulate IB commission?

 

I just consolidated my accounts into an InteractiveBrokers account and would like to re-test my systems. I have no problem in Wealth-lab since I can use CommissionScript to describe the scheme. But in AmiBroker it is a bit difficult, and the portfolio commission table doesn't seem to help.

The scheme is : $0.005 * shares, min: $1.0,  max: 0.002*value.

I think I can probably work around this by modify the SellPrice/BuyPrice to reflect the commission. But that's a bit messy and may have side effect.

Any Suggestion?

 

- Mark H.

 

 




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