Fixed Commission Amount

[gionno]

Hello,

is there a way to set the commission per movement to a fixed amount?
E.g. My broker charges 10€ for orders of less of 10k€ and 20€ for larger ones.

I did not manage to implement this after reading the documentation.

[run-out]

There's a good example here. Fixed Income Scheme

A class is created as follows:

class FixedCommisionScheme(bt.CommInfoBase):
    '''
    This is a simple fixed commission scheme
    '''
    params = (
        ('commission', 5),
        ('stocklike', True),
        ('commtype', bt.CommInfoBase.COMM_FIXED),
        )

    def _getcommission(self, size, price, pseudoexec):
        return self.p.commission

You could modify the _getcommission method to read something like:

    def _getcommission(self, size, price, pseudoexec):
        if abs(size * price) < 10000:
            return 10
        else:
            return 20

Once made, add this to cerebro:

#Set commissions
comminfo = FixedCommisionScheme()
cerebro.broker.addcommissioninfo(comminfo)

[backtrader]

There is an entire article about this: https://www.backtrader.com/blog/posts/2015-11-20-commission-schemes-subclassing/commission-schemes-subclassing/

[gionno]

Thank you guys super helpful!