Commissions in backtest/optimize

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Commissions in backtest/optimize

Postby AlphaNate » Tue Feb 27, 2018 8:41 pm

Hello,

How to configure commissions in the xml projects for ConsoleBacktester/ConsoleOptimizer?

Thanks
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Re: Commissions in backtest/optimize

Postby Apprentice » Sun Mar 11, 2018 6:14 am

Delegated to a Omsk development team.
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Re: Commissions in backtest/optimize

Postby PetroIV » Tue Mar 20, 2018 1:19 am

Hello AlphaNate,

You can use a backtesting project file with configured commissions from FXTS2:

1. Open a new Basktest/Optimizer project by using the FXTS2
2. Set up a commission in the "Commission" tab
3. Run Basktest/Optimizer
4. Save the project to the file
5. Use this file to run ConsoleBacktester (the file is located in %FXTS folder%/BacktesterProjects)
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Re: Commissions in backtest/optimize

Postby AlphaNate » Fri May 04, 2018 4:41 pm

Hi PetrolV,

Thank you, but this answer does not help much. We are not using FXTS2 but generating the xml from own scripts. The xml generated by FXTS2 seems to put the parameters into an indiscernible way. Also the generated xml does not work always correctly with optimizer, etc.

We would like to be able to run backtest/optimize using indicore sdk, with commissions accounted, but without using FXTS2.
AlphaNate
 
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