Follow up: if you need to use Virtual Hedging, you will notice that the above method does not work. This is because if virtual trades are placed during run(), then pool trades are not placed until the end of run(). This means that if you enter long and exit long in the same run() call, no actual pool trade is placed.

Whereas if you place any trades outside of run(), pool trades are placed instantly. So the fix is to use call() to place the "fee" trades, like so:

Code
#include<default.c>

#define ASSET_FEE "DUMMY"
#define ALGO_FEE "FEE"

#define ASSET_TRADING "EUR/USD"
#define ALGO_TRADING "TRADING"

void incur_fee(int flags, var amt){
	if(amt<=0) return;
	if(Live) return;
	printf("#\nIncurring fee of %0.2f",amt);
	algo(ALGO_FEE);
	asset(ASSET_FEE);
	Commission = amt - 0.01;
	enterLong(1);
	exitLong();
}


void run(){
	if(!Test){
		print(TO_ANY,"\nOnly [Test] mode supported.");
		quit("#Quitting...");
		return;
	}
	
	if(Init){
		set(LOGFILE);
		Hedge = 5;
		Verbose = 7|DIAG;
		Capital = 100000;
		BarPeriod = 1440;
		LookBack = 10;
		BarMode = BR_FLAT|BR_WEEKEND;
		StartDate = 2017;
		EndDate = 2019;
		assetList("AssetsFix");
		
		printf("\nsetting up dummy asset...");
		assetAdd(ASSET_FEE,0.01,0.00,0,0,0.00,0.00,0,2,1,0.00,ASSET_FEE);
		algo(ALGO_FEE);
		asset(ASSET_FEE);
		algo(ALGO_TRADING);
		asset(ASSET_TRADING);
		
	}
	
	if(!Init && !is(LOOKBACK) && ((int)Equity)>0){
		algo(ALGO_TRADING);
		asset(ASSET_TRADING);
		if(Bar%5){
			if(Bar%2){
				enterLong(100);
			}
			else{
				exitLong();
				printf("#\nEquity: %0.2f",Equity);
				var fee = roundto(random(10.00),0.01);
				printf("#\nfee = %0.2f",fee);
				call(1,incur_fee,0,fee);
			}
		}
	}
	
	if(is(EXITRUN)){
		printf("#\nFinal equity is: %0.2f",Equity);
	}
}
Note: the above code requires the latest Zorro beta.

www.vitaltrades.com - andrew@vitaltrades.com