A couple of thoughts...

First, are you aware that Q doesn't support brokerage integrations anymore? Not sure how you planned on trading the algorithm yourself? See https://www.quantopian.com/posts/phasing-out-brokerage-integrations . You could consider trading with Robinhood and pay NO commissions. Problem solved.

That said, your observation on trading cost is valid. Commissions can quickly turn a great algorithm into a less than stellar one. It's often very illuminating to test an algo with, and then without, commissions to get direction on what parts of an algo to focus on. Moreover, it's also just as illuminating to see how an algo performs with different capital levels using commissions

By the fact the algo performs well with larger capital implies the per share costs aren't the problem (they scale equally across capital levels). The minimum $1 per trade is the culprit (which disproportionately impacts smaller volume trades) .

A few things to look at then to keep the $1/trade from kicking in:

• Try to trade at least 200 shares at a time (under that level the $1/trade minimum kicks in). Maybe try simply putting in a condition if trade qty < 200 don't do it. If your algo makes a lot of small trades over a short time, can those be aggregated?
  
• Try to trade in lower costs stocks. Use a filter maybe like if price > $40 don't do it. 200 shares of AAPL would cost around $35k and might be half one portfolio. 200 shares of Comcast would only be $7000.
  
• Limit the number of holdings. Rather than holding perhaps 50 stocks, limit that number to 10 or 20. This increases the number of shares of each stock. Often one doesn't see appreciable diversification benefit above 20 holdings anyway.
  
• Trade all or none of ones holdings. Does the algorithm make small adjustments by trading only a portion of ones holdings? Maybe modify the algorithm to trade all or none. If it makes sense to sell half ones shares maybe it make sense to sell it all.

Just some, ideas.

Thanks for suggestions Dan.
True, at the time i was writing that i wasn't aware, that Q doesn't support brokerage integrations anymore. Well, it looks like i have to address this issue first... Hmm, thinking about that, can Q community survive without brokerage integrations? Will people still invest time in Q only to take place in it's contest, which seems strangely biased anyway...

BTW: IB standard commission are 0.005 per share: https://www.interactivebrokers.com/en/index.php?f=1590&p=stocks1

Gregor
"can Q community survive without brokerage integrations" That's an open question and there are several discussions around that topic here in the forums. I certainly hope so. While shutting down integrations caused me some personal pain, I still feel Q is a first class site. For what Q does, there's simply no comparison with the others out there. The backtesting and analysis tools, pyfolio and especially the new risk models (https://www.quantopian.com/posts/introduction-to-the-quantopian-risk-model-in-research), are first class. The community here is highly engaged and the discussions are relevant and typically insightful. The size and depth of the staff and their professionalism is also top notch. Not the norm (from my experience) on other sites.

What I did was to move my live trading to Quantconnect. It's a bit of a learning curve and not as polished as Q here, but I have some pretty basic algos and they are (finally) running. I plan on using that service just for execution. Q for everything else.

Good catch on the IB commissions. A bit of a brain lapse on my part (I even use IB). I updated my post so not to mislead anyone. Thanks.