Posts made by Tornar Yang

Hi,

I have added the CommInfoFractional class to allow factional size but it overwrite my previous configuraiton of a % commission. How can I add a % commission to it?

class CommInfoFractional(bt.CommissionInfo):
        def getsize(self, price, cash):
            '''Returns fractional size for cash operation @price'''
            return self.p.leverage * (cash / price)
cerebro.broker.addcommissioninfo(CommInfoFractional)

@run-out thanks, I am using percentage sizer which should only use 100% of my cash. Or was it percentage of something else?

Hi,

When I set a percentage commission in the engine, I get a lot of rejected trades.

    cerebro.broker.setcash(10000)
    cerebro.broker.setcommission(commission=0.018,margin=False)
    cerebro.addsizer(bt.sizers.PercentSizer,percents=100) 

If I set comission to 0, or set it to a low figure, I don't have this problem. Any advice what could have caused this?

Tornar