Is there a work around for setting a specific commission for each symbol in a backtest?

I am attempting to simulate slippage costs on 1 min midpoint price data for pairs of futures contracts however Wealth Lab's design which restricts slippage prices to within the low/high range of the bar severely underestimates true slippage in this scenario. Usually I would use the commission settings to reflect slippage however in this particular strategy the hedge ratio is constantly changing and as such a static global commission cost also incorrectly accounts for slippage.

You can integrate custom commission structure with the help of dedicated API. Check out the Community.Commissions project for the source code of an actual commission library: Home - Community.Commissions

Inside the main point of entry i.e. Calculate() method, check for current bars.Symbol (or other properties) to apply your custom "commission":

CODE:
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