RE: [amibroker] How to simulate IB commission?

[Terry]

That should work with a system of fewer trades and higher profit/loss ratio. But my system has a lot of trades every day and profits by higher win rate. If I use .2% as commissions, it is not as profitable and doesn't reflect real trading statistics. You are assuming you get zero slippage in your trades which is not my experience. That said, I'm certain you can do it in the custom backtester, but I can only point you to the documentation for details.   In Help, Search for: Porfolio Backtester Interface Note the misspelling of Portfolio. -- Terry -----Original Message----- From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of Mark H Sent: Thursday, April 06, 2006 19:36 To: amibroker@yahoogroups.com Subject: Re: [amibroker] How to simulate IB commission?   That should work with a system of fewer trades and higher profit/loss ratio. But my system has a lot of trades every day and profits by higher win rate. If I use .2% as commissions, it is not as profitable and doesn't reflect real trading statistics.   I looked at the advanced portfolio backtester, but it doesn't seem to have any place you can set commission based on trade info. (The trade object does have a GetCommission() method, but not SetCommission()).   Probably I have to stick with Wealth-Lab for a while. But its backtesting is painfully slow...   ----- Original Message ----- From: Terry To: amibroker@yahoogroups.com Sent: Thursday, April 06, 2006 8:31 PM Subject: RE: [amibroker] How to simulate IB commission?   I just use .2% for all commissions. It overstates it a bit on the safe side.   -- Terry -----Original Message----- From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of Mark H Sent: Thursday, April 06, 2006 17:23 To: amibroker@yahoogroups.com 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.       Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html YAHOO! GROUPS LINKS  Visit your group "amibroker" on the web.    To unsubscribe from this group, send an email to:  [EMAIL PROTECTED]    Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.