Re: [amibroker] commission table

["Mark H" <markhike@xxxxxxxxxxxxx>]

Keith:

 

Thanks for your response.

I have two accounts, both of them have the same commission table. (default values only, not tiers)

 

Per share: 0.005

Min amount: 1

Max % of value: 0.50%

 

I ran some backtests, and found that commissions are not accounted for at all. The profit/loss of trades is based only on entry/exit prices.

By the way, I am running 4.90.5.

 

Still waiting for answers from AB support.

 

- Mark H.

 

 

----- Original Message -----

From: Keith McCombs

To: amibroker@xxxxxxxxxxxxxxx

Sent: Friday, March 09, 2007 5:15 PM

Subject: Re: [amibroker] commission table

Mark --
I just ran two backtests.  One with IB commissions set in my only Account Manager, .acx, file.  The second with $7/trade.  The two tests differed only by what you would expect from the differing commissions.

So, it looks like 'portfolio' commission table is now AM one.  However, I don't know what happens if you set up more than one AM.
-- Keith

Mark H wrote:

I have emailed support twice regarding this issue but have got no response yet. Does anyone know whether this feature (using portfolio commission table for backtesting) has been removed from the new version 4.90 because it is not compatible with the new account manager? I just want to find a way to get it work because IB has raised their commission maximum from 0.2% to 0.5% of trade value, I need to re-test my systems.

 

Thanks!

 

----- Original Message -----

From: Mark H

To: amibroker@xxxxxxxxxps.com

Sent: Wednesday, March 07, 2007 12:20 AM

Subject: [amibroker] commission table

In the new version (4.90) of AB, portfolio manager is gone and replaced by account manager. When I use commission mode as "Using portfolio commission table" in backtesting, how does AB choose an account to use for commission calculation? It seems that this option has no effect (commission is always 0)

 

Thanks,

 

- Mark H.

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