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Help adding slippage / trade commissions to trading model
Christopher Scully
posted May 15, 2020
Seeking Help Getting Started Collaboration Request

Hello everyone - apologies for the repost!

I'm still very new to all of this but I am having trouble incorporating hypothetical trading commissions into my returns model. When I add the line below it makes no impact to my model. I've looked through several models that have been posted but I'm not exactly sure how to use the syntax. Model snippet attached.

def initialize(context):
set_commission(commission.PerTrade(cost=0.02))

Appreciate any help here and apologies for the seemingly basic question.

Thanks!
Chris

2 responses
Dan Whitnable
May 15, 2020

The functions initialize and set_commission are only defined in the IDE and not in the research environment. You will need implement your trading in an algo in the IDE to incorporate commissions that way. See https://www.quantopian.com/docs/user-guide/environments/algo-ide.

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Christopher Scully
May 16, 2020

Will do, thanks for the help Dan!

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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 Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian 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.