I am having a hard time figuring this out. I have a custom strategy where basically I duplicate the Sample MA Crossover, but instead of using EnterShort() and EnterLong(), I build a "trend signal" to send an exit order (ExitShort, ExitLong), and when this order is filled I send a separate enter order (EnterShort, EnterLong) - according to the trend signal generated.
I use the "include commission" option in the strategy analyzer to calculate performance accurately.
However am having a very significant difference of results between these two strategies. Is it possible that the Sample MA Crossover calculates the commission only once when sending an order? In real life the broker calculates the commissions twice in case of such signal, right?
Thanks for helping me to figure this out.
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