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Is possible that the Micro Future commissions are wrong on backtest? According what I saw, the commissions applied on the backtesting are the same than for the mini future. For example, on backtesting, the commissions for /ES are the same than for /MES. I guess this is wrong. Could you please confirm?
Thank you.
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Louis Szeto
Hi GabrielÂ
Thank you for reporting. We can reproduce this problem. Please subscribe to this GH issue to check the progress on fixing.
Meanwhile, you may code a custom Fee Model to simulate the desired fee scheme.
Best
Louis
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Gabriel Moncarz
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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