how to get commission of each trade.

[sultank1]

hey @kernc , is there any way to add a new column(commission) in
stat._trades

want to verify if the commissions are being calculated correctly...

by the way till now i thought that commission parameter was in percentage and while reading documentation i found out i was wrong...

Learned the lesson the HARD way, to always read the documentations first ...

moreover i cant even explain how much have you helped me with your awesome library.
I pray for your good health and happiness.

[kernc]

any way to add a new column(commission) in stat._trades
want to verify if the commissions are being calculated correctly...

You can compare the trade EntryPrice with its respective bar's Open price.

See what you can do with the following piece of code:

trades = stats['_trades'].set_index('EntryTime')
prices = data.Open[trades.index]
commissions = (prices - trades.EntryPrice) * -np.sign(trades.Size) / prices

E.g. commissions with Quick Start example:

2004-09-17    0.002
2004-11-12    0.002
2004-11-26    0.002
2004-11-30    0.002
2004-12-06    0.002
              ...  
2012-11-29    0.002
2013-01-08    0.002
2013-01-10    0.002
2013-01-23    0.002
2013-01-31    0.002
Length: 153, dtype: float64

[sultank1]

any way to add a new column(commission) in stat._trades
want to verify if the commissions are being calculated correctly...

You can compare the trade EntryPrice with its respective bar's Open price.

See what you can do with the following piece of code:

trades = stats['_trades'].set_index('EntryTime')
prices = data.Open[trades.index]
commissions = (prices - trades.EntryPrice) * -np.sign(trades.Size) / prices

E.g. commissions with Quick Start example:

2004-09-17    0.002
2004-11-12    0.002
2004-11-26    0.002
2004-11-30    0.002
2004-12-06    0.002
              ...  
2012-11-29    0.002
2013-01-08    0.002
2013-01-10    0.002
2013-01-23    0.002
2013-01-31    0.002
Length: 153, dtype: float64

thanks

[Chris2L]

Would the correct way to calculate the total spent on commissions be the following:

trades = stat['_trades'].set_index('EntryTime') prices = data.Open[trades.index] commissions = (prices - trades.EntryPrice) * -np.sign(trades.Size) * abs(trades.Size) print(commissions.sum())

Basically the difference in price times the size of the order?