lot size and fixed commision

[samueltg92]

Hello!, my name is Samuel, I'm from Colombia.

I was hoping you can help me with three things:

1. I think I figure out how to calculate the lot size for each trade limited by a risk% and the StopLoss size, so I hope you can see my code (attached below) and let me know what you think.
2. I was hoping if you know how to set a fixed commission for each trade. Let's say my broker charges me 4usd per lot traded (2usd for open a trade and 2usd for closing that trade); those 4usd will be charged depending on the size of my trade. Example: I open a trade with 1 lot of trade size, my broker is going to charge me 4usd in total, if I open 0.5lots, my broker is going to charge me 2usd in total.
3. The size I see on the results of the backtest are in lots or are they fractions of lots?

Thanks in advance,

Samuel Tamayo Gaviria
Medellín, Colombia

• The code name is: MA_RSI_15m_2004-2022.ipynb
• https://github.com/samueltg92/ALGORITHMIC-TRADING-PROJECTS/tree/main/backtesting%20strategies