View Full Version : Commissions in SA Backtest not working?
06-01-2007, 01:36 PM
I, for the life of me, can not get commissions to be generated in a Strategy Analyzer backtest. I have the commissions entered on each instrument and in the Options setup area. I have it enabled on the backtest as well.
Can you please let me know exactly what has to be configured to get commissions to be generated for a back test?
06-01-2007, 01:45 PM
Tools->Options->Apply commissions to PnL calculations
06-01-2007, 01:47 PM
Already done as stated.
06-01-2007, 01:48 PM
To double check: On the strategies properties grid it says "Include commission"=True?
10-22-2007, 11:34 AM
For the record, which item on the Tools > Options > Commissions tab is used to supply the commission amount for backtesting, optimization, etc, and does it matter if you are connected to a datafeed / broker? Thanks.
10-22-2007, 12:28 PM
a) please set commissions for provider "Simulator"
b) same logic as with any provider
I was just getting ready to report this myself.
Adding a commission for the Simulator makes it work as expected.
If anyone else is having this trouble, see screen shot for how to set this up.
My broker charges about $5.00 per round-trip, so that's $2.50 per side, which is how this gets specified.
10-22-2007, 01:13 PM
Thanks KBJ for your contribution.