Comission cost calculation in a strategy?

[joanNT]

Hi,

I've set on "Apply comission to PnL calculation" at general tab and I've modified the instruments with minimum comission on tab misc of the master instrument.

When I run a strategy and lool for the performance there is no comission cost calculated.

What is missing?

thanks

[NinjaTrader_ChristopherJ]

Hello joanNT,

Thank you for your post.

Can you please tell me what data provider you are connecting to within NinjaTrader and provide me with a screen shot of your commissoin settings so I may further assist.

To send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CRTL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.

[joanNT]

Hi Christopher,

I'm using IB as connection provider.

here comes the screenshots.

Thanks

[NinjaTrader_ChristopherJ]

Hello joanNT,

It appears that no commission level has been defined. Please click on the ... box next to "No commission levels defined-->if there are any levels showing on the left under the Collection editor select them and click Remove. Next please click New-->Add information as displayed in the attached screen shot-->Click Ok.

After this it should display "1 commission level defined" as referenced in the attached screen shot.

After your next execution please generate a new report and let me know if it calculates correctly.

[joanNT]

I've changed the settings, reopened a new chart, and ran the strategy and nothing has changed, no comission cost calculated.

[Henrik]

For Strategybacktests/optimizion you set commission-level to SIMULATOR, not to InteractiveBrokers.

Commissions on InteractiveBrokers have only effects to live-strategys, not to backtests.

[joanNT]

Hi Henrik,

Could you be more specific? I didn't understand it.

I hope that when I run a strategy I could see the total costs of all operations throwed, and I'm not using Strategy Analyzer to backtest or optimize, I'm running the strategy on a IB papertrading account in live mode. Of course the orders never reach IB, but I think this is another issue.

[Henrik]

Hi Henrik,

Could you be more specific? I didn't understand it.

Sorry, my bad english

On you post #3 here, your second picture.
You see there "Simulator". Write down your commissions in "simulator"!


edit:
OK, run live on paper - my solution doesnt work. Sorry!

[joanNT]

It doesn't matter Henrik, thankyou for your help, I didn't know about this simulator settings.

[NinjaTrader_JoshP]

Hi,

Wasn't too sure if you were still having problems. Just to clarify, everyone has commissions setup the way they want it now?

[joanNT]

No, Josh I'm still having no comission cost calculation for strategies

[NinjaTrader_ChristopherJ]

Hello joanNT,


Are you attempting to see commissions within the Strategy Analyzer window when conducting a backtest? If so please use the steps I have provided below to add commissoins.

• Tools
• Instrument Manager
• Select the instrument
• Edit
• Misc tab
• Input your commissions rate within the Simulator area
• Click OK
• Remove the instrument from your Default list
• Add the instrument back into your Default list
• Perform a backtest

Please let me know if the issue persists after this procedure.

[joanNT]

Hi Christoper,

No I'm not using SA, I run a strategy on a chart against a papertrading account of IB.

Are you sure I must delete the instance of the instrument after modifying the instrument master with the new comissions?

Thanks

[NinjaTrader_ChristopherJ]

Hi joanNT,

You will not need to DELETE but after making changes to your instrument within the Definitions or Misc tab you will need to remove it from your Default list or other list and add it back for the changes to be recognized.

[joanNT]

No, This way doesn't works.

I've said before I'm running the strategy on a live chart connection to IB, but when I select the strategy the account it runs on is: Sim101... I don't know why but I've changed the comission for Simulator and I didn't refresh any instances and now works .

By the way, I can not change this type account.

It's this the expected bahavior?

Thanks