Finding out the Commissions structure used
Author: dan_rozenberg
Creation Date: 1/9/2012 12:16 PM
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dan_rozenberg

#1
Hello, in order to create different calculations, in other extensions, depending on the commission structure used, I would like to know if there was any way to get the name of the Commission Structure that was applied to a given run? What object should i look for?

Thank you,
Dan
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Eugene

#2
In which particular sort of extensions?
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dan_rozenberg

#3
At this point I would like to use it in either the Scorecard or the Optimization.
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Eugene

#4
Thanks for the clarification. The reason for asking was that it's not possible to know beforehand what the eventual commission will be in a PosSizer (for example).

While I don't think it's possible to find out the name of the Commission plan applied to a given run, what actually looks feasible is to parse the WealthLabConfig.txt file and derive the last saved option. Keep in mind that if you're changing commission plans on-the-fly in Wealth-Lab's Preferences, it might not work as planned. On a bright side, it will work anywhere including PosSizers and even Strategies as the following code snippet demonstrates:
CODE:
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dan_rozenberg

#5
Eugene, I think this will work great. I will try it an let you know how it goes.

Thank you.
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Eugene

#6
Actually, I know how it goes because the idea has been a part of a Community Components class supporting this solution: Interacting with portfolio equity. ;) Should you need invoking the Commission library for any purpose, peek inside that C.Components class.
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Panache

#7
Eugene,

Unless I'm mistaken, WealthLabConfig.txt only contains the name of the Commission dll being applied. Is there a way for a Strategy to either (1) access the Commission Settings (numerical values) which are displayed in Tools>Preferences>Commissions>Commission Settings or (2) manually apply those settings to determine what the commission would be for a specified trade?

fyi - The link to Interacting with portfolio equity appears to be broken.
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Eugene

#8
QUOTE:
Is there a way for a Strategy to either (1) access the Commission Settings (numerical values)

Kurt, it's not exactly clear to me how it works in WL since this is neither documented nor supported. But we may be able to find out later this year. Try asking in a few months.

QUOTE:
fyi - The link to Interacting with portfolio equity appears to be broken.

Fixed, thanks.
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Panache

#9
QUOTE:
it's not exactly clear to me how it works in WL

OK. For now, I'll just hard code the commission structure into my strategy.
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