I have set Spread and Commission to zero when running a script that trades a portfolio of assets.
But from the performance report, it seems Zorro still run the trades with spread and commission. Below is the script and performance report.
function run()
{
set(LOGFILE);
StartDate = 1985;
LookBack = 105;
Capital = 1000000;
Spread = Commission = 0;
RollLong = RollShort = Slippage = Penalty = 0;
//Loop through different instruments
while(asset(loop("ZCeod","NGeod","EURUSDeod","HEeod","PLeod")))
{
// code here...
}
}
Test Strategy-Portfolio , Zorro 2.606
Transaction costs -326180$ spr, 0$ slp, -92948$ rol, -178320$ com
Capital required 213741$
Is there a way to set spread and commission to zero, and only runs it when needed? Thanks.
