I have upgraded my account to a B2 node and a research node but noticed that the orders are capped at 10 000. Even though the algorithm is able to complete for the entire timeframe, the backtest orders only show the first 10 000 orders. Is this based on the account?
Fred Painchaud
Hi Ricardo,
Yes, last time I checked there was a 10k limit on orders per backtest. You can contact support@quantconnect.com to see if you can get a higher limit.
But even on a longish backtest of 1 or 2 years, 10k+ orders is a lot. Make sure to consider fees then.
Fred
Ricardo Cortez
Thanks for the info, I've seen fees in the backtest going through the roof for some of high freq trading strategies, but it doesn't show the breakdown of it. If the broker offer “comission free” trades, (IB offers offers close to zero fees), then there must be other fees are incurred per transaction. What other fees are considered besides commissions ?
Ricardo
Fred Painchaud
Hi Ricardo,
The default fee model is usually just something relatively basic to account for simple fee structures (which can be outdated, as anything else). But you can customize it! In your case, for IB, I'd say that the default fee model does not account for the rebates you can have in your particular case.
Check out
Fred
Ricardo Cortez
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