Hi all, thanks in advance for your help.
I'm trying to set a custom fee, but having difficulties applying it
I've got two stocks in a list 'symbols', and I've tried sticking the lines below in the def initialize function of my main class but without luck. Ideally I want to set a single global transaction fee for all transactions. Help much appreciated!
self.symbols[0].FeeModel = ConstantFeeTransactionModel(1.0)
self.symbols[1].FeeModel = ConstantFeeTransactionModel(1.0)
Michael Manus
check the line 48 in this sample algo
you could always return a fix number in line 101
but maybe this post ansers your question better.....
https://www.quantconnect.com/forum/discussion/3040/fees-on-limit-orders-on-gdax
Matt Vowels
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