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| Strategy Analyzer Support for automated system backtesting and optimization using the NinjaTrader Strategy Analyzer. |
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06-01-2007, 01:36 PM
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#1 |
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Commissions in SA Backtest not working?
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? Thank you. |
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06-01-2007, 01:45 PM
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#2 |
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Administrator
Join Date: Mar 2005
Location: Bamberg, Germany
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Tools->Options->Apply commissions to PnL calculations
Dierk
NinjaTrader Customer Service |
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06-01-2007, 01:47 PM
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#3 |
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Already done as stated.
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06-01-2007, 01:48 PM
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#4 |
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Administrator
Join Date: Mar 2005
Location: Bamberg, Germany
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To double check: On the strategies properties grid it says "Include commission"=True?
Dierk
NinjaTrader Customer Service |
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10-22-2007, 11:34 AM
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#5 |
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Certified NinjaScript Consultant
Join Date: Nov 2005
Location: Virginia, USA
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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.
Regards, Whitmark |
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10-22-2007, 12:28 PM
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#6 |
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Administrator
Join Date: Mar 2005
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a) please set commissions for provider "Simulator"
b) same logic as with any provider
Dierk
NinjaTrader Customer Service |
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10-22-2007, 01:09 PM
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#7 |
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Senior Member
Join Date: Mar 2007
Location: , Florida, USA
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Thanks, Dierk.
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. KBJ |
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10-22-2007, 01:13 PM
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#8 |
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Administrator
Join Date: Mar 2005
Location: Bamberg, Germany
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Thanks KBJ for your contribution.
Dierk
NinjaTrader Customer Service |
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