Interactive Brokers FIX Interface.

Well, I do not believe commissions matter, unless of course you trade higher frequencies with short holding periods. But even then you should do an entirely segregated analysis, TCA.

For all else commission should not matter other than as a business related expense. You also do not include your desk rent or data feed cost and break it down for each trade.

 

Well, commissions are critical for me. I'll mull over your analogy though.

 

then hard-code them in your system. The derivation is static. It is a trivial calculation.