Commission calculation error

[ATI user]

Commissions are not being calculated correctly for multiple lots.

Looking at the execution tab, the commission for 1 lot and 3 lots is the same resulting in the commission for 2 lots being skipped in the cumulative PnL in both the Control Panel and, of course, Market Analyzer.

[NinjaTrader_JoshP]

It depends how you've setup your commissions. If you just set a fixed level commission. A trade of 1 lot or a trade consisting of 2 lots will generate the same commission. It all comes down to how you've setup the commission rules.

Also, please make sure you check out the "Apply commission to PnL calculations" option. http://www.ninjatrader-support.com/H...6/General.html

[ATI user]

thanks josh

does not seem to work for futures

I am trading futures and set up $2.18 for base and $4.36 for 2 units and $6.54 for 3 units and on entry with a 3 lot ATM strategy, the commission is still $2.00

This note is in Help under Commissions Tab:

IMPORTANT: If you are setting up a commission rate for futures and you have a single rate, you would enter one commission level with the commission value and the units set to zero.

So, based on that I set it to one level with 0 units with $2.18 and got the results shown in pic below.

Note: prior to all of this, I had no levels and just a base comm of $2.18...which did not work

Seems to me that for futures, NT should be multiplying the comm by the number of lots for every entry/exit

[NinjaTrader_Ray]

Set one price, lets say $2.40 per side with zero lot under Global commissions for futures. Make sure you put it under the Simulator and any other connection you may use.

[ATI user]

Am I not doing that per my screenshot in my last post?

I believe I have tried every combination of setting commissions in both the Tools/Options/Commissions tab and per the instrument in Tools/InstrumentManager/Instrument/Misc Tab....including setting a base commission of $2.18 and using one level with 0 units and multiple levels of 1 2 and 3 units.

I am out of combinations.

Have you tested a 3 lot ATM strategy and had a $2.00 commission post in Executions tab as $6.00 on the 3 lot entry? If yes, could you please post a screenshot of the setting that made it happen? I can not get anything except the 1 lot commission for a 3 lot entry.

[NinjaTrader_Ray]

Sorry, I can't see the image you posted. It works as aspected as per my image.

[NinjaTrader_Ray]

Sorry, I have mine set at 2.80, not 2.5 and it is set in the Zen-Fire connection. The image is for the simulator and would show up if I was connected to the Simulated Data Feed connection.

[ATI user]

Well ...I have the same settings, I am connected to Zenfire and do not get the same results as you. I get $2.18, my 1 lot commission for all 3 lot entries

I am running NT 6.5.0.4 beta

[NinjaTrader_Ray]

Then you likely have commissions settings per instrument at the instrument level.

[ATI user]

Yes. That got it. The instrument level commission setting was overriding the global futures commission setting.

I had set both based on info I received on a prior post. Apparently you only need the global set and not the instr

Please explain when/why one would use the comm setting at the instr in Instr Mgr.

Thanks.

[NinjaTrader_Ray]

Because your commission rate might be X for all instrument except for CBOT contracts which is X-$0.30.

[ATI user]

So we can make adjustments at the instr level...cool...got it..thanks.