[R-SIG-Finance] Using custom TxnFee function with apply.paramset()

[Akane Fortuna]

Hi everyone,

I made a script that runs apply.paramset() and applyStrategy() on the same
data. applyStrategy() uses a combination of parameters that are in the
indicator's distribution. However, the statistic of Net Trading PnL
returned from apply.paramset and applyStrategy for the same combination of
parameters are not the same. applyStrategy returns a much smaller number
which I assume is the effect of TxnFee working. I checked the documentation
for apply.paramset() but couldn't figure it out, checked the source code
for it too, it didn't help either. Maybe it is due to my ignorance, but I
appreciate any help.

So the question is:
How can I make apply.paramset() use a custom txn.fee function that I
created?

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