FlowscopeDocs

B008

commission or slippage is negative

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View as Markdownllms.txt indexFull text for LLMs

Severity Error

commission and slippage model trading costs and must not be negative; a negative value would turn costs into income and make the backtest look better than any real account. Maker rebates are not modelled through negative commission.

Use zero or a positive value. Slippage is given in ticks.

Failing example

Flowscope Script
script "Cost model"
strategy (
  commission = commission.percent(-0.01)
  slippage = 1
)
data chart = subscribe(data.ohlcv)
on chart.close {
  if ta.crossover(chart.close, ta.ema(chart.close, 50)) {
    strategy.entry("Long", direction.long)
  }
  if ta.crossunder(chart.close, ta.ema(chart.close, 50)) {
    strategy.close("Long")
  }
}

Fixed example

Flowscope Script
script "Cost model"
strategy (
  commission = commission.percent(0.02)
  slippage = 1
)
data chart = subscribe(data.ohlcv)
on chart.close {
  let ema = ta.ema(chart.close, 50)
  if ta.crossover(chart.close, ema) {
    strategy.entry("Long", direction.long)
  }
  if ta.crossunder(chart.close, ema) {
    strategy.close("Long")
  }
}