StockFetcher Forums · Backtesting Support · Do backtests consider commission costs for trades?<< >>Post Follow-up
stockfgc
1 posts
msg #44396
Ignore stockfgc
5/29/2006 10:43:18 PM

Does anyone know if the backtests are considering the drain on profits represented by commissions involved in the trades?

I have a few searches I like, but they result in a very large number of trades, and I'm doubtful that the return on investment would be what is claimed by backtest, if the software considered the commissions associated with all those trades..



traderblues
195 posts
msg #44416
Ignore traderblues
5/30/2006 8:31:09 AM

No, they don't include commissions. What I do is download the .csv file, remove 0.5% from each trade to account for commissions and slippage, then recalculate the stats.

BJS


StockFetcher Forums · Backtesting Support · Do backtests consider commission costs for trades?<< >>Post Follow-up

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