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About Commission on Backtesting TradeStation

  #1 (permalink)
juanman
Miami Florida
 
Posts: 7 since Apr 2015
Thanks Given: 1
Thanks Received: 4

Hi, I have some doubts about how to get the correct commissions information about a future contracts symbol and putted in the automated strategy General Tab. I explain more:
This is what I do:
I go to TradeSation pricing for futures, there I see something like this:
TradeStation Futures: The More You Trade, the More You Save

EUREX Tab

Eurex Interest Rate — €0.20 per side, per contract
Symbol Description
FGBS Euro-Schatz Futures
FGBM Euro-Bobl Futures
FGBL Euro-Bund Futures
FGBX Euro-Buxl® Futures
FBTS Short-term Euro-BTP Futures
FBTP Euro BTP Futures

Then I go to the "properties for all/general tab" for my automated strategy and I select commissions then I set 0,20 "per share/Contract" ,
Now my doubts is if this is close to reality (im not talking about slippage ) for the commissions , does this include the round trip, and the most important is : do I have to include other commissions.
Basically I want to know how to go to TradeStation page and how to get all the info from there to my settings so at least the part of the commission is exactly as in real trading

Thanks in advance.

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  #3 (permalink)
 
mattz's Avatar
 mattz   is a Vendor
 
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juanman View Post
Hi, I have some doubts about how to get the correct commissions information about a future contracts symbol and putted in the automated strategy General Tab. I explain more:
This is what I do:
I go to TradeSation pricing for futures, there I see something like this:
TradeStation Futures: The More You Trade, the More You Save

EUREX Tab

Eurex Interest Rate — €0.20 per side, per contract
Symbol Description
FGBS Euro-Schatz Futures
FGBM Euro-Bobl Futures
FGBL Euro-Bund Futures
FGBX Euro-Buxl® Futures
FBTS Short-term Euro-BTP Futures
FBTP Euro BTP Futures

Then I go to the "properties for all/general tab" for my automated strategy and I select commissions then I set 0,20 "per share/Contract" ,
Now my doubts is if this is close to reality (im not talking about slippage ) for the commissions , does this include the round trip, and the most important is : do I have to include other commissions.
Basically I want to know how to go to TradeStation page and how to get all the info from there to my settings so at least the part of the commission is exactly as in real trading

Thanks in advance.

What you should do is put .2 for your commissions.
Then tun the systems and see how many times it has traded.
Then go back to the schedule and see what commissions apply to you.
Since it is a schedule the same commissions will apply to you in real life.
I hope this helps.

Thanks,
Matt
Optimus Futures

There is a risk of loss in futures trading. Past performance is not indicative of future results.

Trading futures and options involves substantial risk of loss and is not suitable for all investors. Past performance is not necessarily indicative of future results. You may lose more than your initial investment. All posts are opinions and do not claim to be facts. Please conduct your own due diligence. Use only Risk capital when trading Futures.
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  #4 (permalink)
 kevinkdog   is a Vendor
 
Posts: 3,663 since Jul 2012
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juanman View Post
Hi, I have some doubts about how to get the correct commissions information about a future contracts symbol and putted in the automated strategy General Tab. I explain more:
This is what I do:
I go to TradeSation pricing for futures, there I see something like this:
TradeStation Futures: The More You Trade, the More You Save

EUREX Tab

Eurex Interest Rate — €0.20 per side, per contract
Symbol Description
FGBS Euro-Schatz Futures
FGBM Euro-Bobl Futures
FGBL Euro-Bund Futures
FGBX Euro-Buxl® Futures
FBTS Short-term Euro-BTP Futures
FBTP Euro BTP Futures

Then I go to the "properties for all/general tab" for my automated strategy and I select commissions then I set 0,20 "per share/Contract" ,
Now my doubts is if this is close to reality (im not talking about slippage ) for the commissions , does this include the round trip, and the most important is : do I have to include other commissions.
Basically I want to know how to go to TradeStation page and how to get all the info from there to my settings so at least the part of the commission is exactly as in real trading

Thanks in advance.


Don't forget to add in other fees which may apply: exchange fees, clearing fees, NFA fees, etc. It is all listed there on that page you reference.

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  #5 (permalink)
juanman
Miami Florida
 
Posts: 7 since Apr 2015
Thanks Given: 1
Thanks Received: 4


mattz View Post
What you should do is put .2 for your commissions.
Then tun the systems and see how many times it has traded.
Then go back to the schedule and see what commissions apply to you.
Since it is a schedule the same commissions will apply to you in real life.
I hope this helps.

Thanks,
Matt
Optimus Futures

There is a risk of loss in futures trading. Past performance is not indicative of future results.

Thanks!! Yes I will do that, that way I will not have any doubts, Thanks

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Last Updated on October 21, 2015


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