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Position Sizing & Commissions
Started:July 24th, 2013 (01:09 PM) by tomas262 Views / Replies:311 / 1
Last Reply:July 24th, 2013 (01:09 PM) Attachments:0

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Position Sizing & Commissions

Old July 24th, 2013, 01:09 PM   #1 (permalink)
Trading for Fun
Ostrava, Czech Republic
Futures Experience: Intermediate
Platform: SC, NinjaTrader, OEC
Broker/Data: OEC
Favorite Futures: Futures & Spreads
Posts: 95 since May 2013
Thanks: 16 given, 37 received

Position Sizing & Commissions

Hi traders,

found a problem when trying to apply fixed fractional position sizing on my strategy.

In Performance Report (Trades) I see correct Qty in no. of contracts for each trade. While I start with 1 contract and finish with approx. 30 contracts, commissions calculated in report are as if I traded only 1 contract all the time.
Why commission are not multiplied by Qty automatically? I would be happy to pay $3.6 for 30 contracts traded but unfortunately ...


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Old July 24th, 2013, 01:09 PM   #2 (permalink)
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