Position Sizing & Commissions

NexusFi · 2013-07-24T13:09:51-04:00

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 ...:sarcastic: Thanks

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Updated July 24, 2013

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Position Sizing & Commissions

July 24th, 2013, 01:09 PM	#1 (permalink)
tomas262 Ostrava, Czech Republic Posts: 98 since May 2013 Thanks Given: 19 Thanks Received: 38	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 ... Thanks