Commission By Instrument [CBI]

Descripton

Summary:
This commission script calculates the commission paid for an executed stock, futures or forex order, determined by a constant amount in addition to a variable amount based on the order quantity.

Variables

Type	Identifier	Description
Number	_commissionPerStockOrder	Use for the commission amount paid for each executed stock order.
Number	_commissionPerStockShare	Use for the commission amount paid for each share of the executed order.
Number	_commissionPerFuturesOrder	Use for the commission amount paid for each executed futures order.
Number	_commissionPerFuturesContract	Use for the commission amount paid for each futures contract of the executed order.
Number	_commissionPerForexOrder	Use for the commission amount paid for each executed forex order.
Number	_commissionPerForexUnit	Use for the commission amount paid for each forex unit of the executed order.

OnInitialize

Function Parameters
Type	Identifier	Description
Number	commissionPerStockOrder	Use for the commission amount paid for each executed stock order. [Default 10]
Number	commissionPerStockShare	Use for the commission amount paid for each share of the executed order. [Default 0.01]
Number	commissionPerFuturesOrder	Use for the commission amount paid for each executed futures order. [Default 0.25]
Number	commissionPerFuturesContract	Use for the commission amount paid for each futures contract of the executed order. [Default 1.5]
Number	commissionPerForexOrder	Use for the commission amount paid for each executed forex order. [Default 1.0]
Number	commissionPerForexUnit	Use for the commission amount paid for each forex unit of the executed order. [Default 0.00002]
Implementation
' Assign the parameters to script variables. _commissionPerStockOrder = commissionPerStockOrder _commissionPerStockShare = commissionPerStockShare _commissionPerFuturesOrder = commissionPerFuturesOrder _commissionPerFuturesContract = commissionPerFuturesContract _commissionPerForexOrder = commissionPerForexOrder _commissionPerForexUnit = commissionPerForexUnit

OnCommission

Function Parameters
Type	Identifier	Description
Integer	orderIndex
Integer	orderFillIndex
Number	quantity
Number	price
Implementation
If (orderFillIndex = 0) Then ' Return the commission being paid for the executed order. If (SymbolInstrument(OrderSymbolIndex(orderIndex)) = C_STOCK) Then Return _commissionPerStockOrder + (_commissionPerStockShare * quantity) End If If (SymbolInstrument(OrderSymbolIndex(orderIndex)) = C_FUTURES) Then Return _commissionPerFuturesOrder + (_commissionPerFuturesContract * quantity) End If If (SymbolInstrument(OrderSymbolIndex(orderIndex)) = C_FOREX) Then Return _commissionPerForexOrder + (_commissionPerForexUnit * quantity) End If Else ' Return the commission being paid for the executed order. If (SymbolInstrument(OrderSymbolIndex(orderIndex)) = C_STOCK) Then Return _commissionPerStockShare * quantity End If If (SymbolInstrument(OrderSymbolIndex(orderIndex)) = C_FUTURES) Then Return _commissionPerFuturesContract * quantity End If If (SymbolInstrument(OrderSymbolIndex(orderIndex)) = C_FOREX) Then Return _commissionPerForexUnit * quantity End If End If Return 0