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I'm struggling to successfully set a constant (custom) brokerage transaction fee for options contracts. I've tried using the syntax described in the docs under "Reality Modeling" for equities, but when I run the backtest the "fees" reported do not change. Can anyone provide any guidance?
Things I've tried (that I couldn't get to work)
# Set the underlying (QQQ) to use a fixed $0.25 per trade fee model.
self.Securities["QQQ"].FeeModel = ConstantFeeTransactionModel(0.25)
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Michael Manus
add a backtest and i am sure someone will take a look
Artemiusgreat
Not sure if it works for options, but for underlying you should use FeeModel instead of TransactionModel.
Securities[symbol].FeeModel = new ConstantFeeModel(0.0m);Phillipalexander
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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