Commission Scripts

Commission scripts are used for calculating the commission paid to a broker for each executed order, based on the broker's exact commission schedule.

Setup

A Commission script can be set up from the Advanced tab in the Desktop Settings.

Functions

Name	Description
OnInitialize()	This function is used for accepting the script parameters and for initializing the script prior to all other function calls. Once the script is assigned to a Desktop, its parameter values can be specified by the user and can be selected for optimization.
double OnCommission(int, int, int, double, double)	This function is called to calculate the commission paid to a broker for a specified order fill. Note that the commission is denominated in the base currency of the Desktop.
OnShutdown()	This function is called when the script is shutdown.

Function Details

OnInitialize()

This function is used for accepting the script parameters and for initializing the script prior to all other function calls. Once the script is assigned to a Desktop, its parameter values can be specified by the user and can be selected for optimization.

double OnCommission(int strategyNumber, int orderIndex, int orderFillIndex, double fillQuantity, double fillPrice)

This function is called to calculate the commission paid to a broker for a specified order fill.

Note that the commission is denominated in the base currency of the Desktop.

Returns

The commission paid for the specified order fill, in the Desktop strategy currency.

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number to which the order belongs
int	orderIndex	The order index in the orders table to which the order fill belongs
int	orderFillIndex	The order fill index (0 being the first fill for the order, 1 being the next fill, etc.)
double	fillQuantity	The quantity of the new order fill for the specified order
double	fillPrice	The price of the new order fill for the specified order

OnShutdown()

This function is called when the script is shutdown.