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commission calculations
cb888trader
 Post subject: commission calculations Post rating: 0   New post Posted: Tue 27 Nov, 2012, 08:06 

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Joined: Tue 22 Nov, 2011, 12:47
Posts: 130
Location: United States,
I'm running a back test and calculate the total commissions by iterating over the orders.

I compare my numbers with the numbers that are generated in the final report (JForex HTML Report).

the numbers do not match (small discrepancy):

My calculated total commissions = 112.50 USD

The reports total commissions = 114.95 USD

Number of Orders is identical on both JForex Report and on my own calculation.

The back test period is previous week.

What could be the source for the above small discrepancy? Maybe I'm missing overnight commissions? If so - how to calculate them ?

Any other commissions that I'm missing?
 
API Support
 Post subject: Re: commission calculations Post rating: 0   New post Posted: Tue 27 Nov, 2012, 08:17 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
See:
https://www.dukascopy.com/swiss/english/forex/forex_trading_accounts/overnight/#
Alternatively you can compare the open position open prices before and after the swap and from the price difference calculate the substracted/added amount (overnights can be either positive or negative).
 
cb888trader
 Post subject: Re: commission calculations Post rating: 0   New post Posted: Tue 27 Nov, 2012, 08:38 

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Joined: Tue 22 Nov, 2011, 12:47
Posts: 130
Location: United States,
please advice a code sample how to calculate that programatically.
 
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