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Commissions don't work in strategy testing

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    Commissions don't work in strategy testing

    Applying of commissions to PnL calculations (set in Tools Options) doesn't seem to work!

    Try doing a strategy backtest and get commissions to be non-zero in the performance summary... if you succeed, please tell me how!


    PS: Ninja seems to be crashing a LOT when strategy backtesting (from within a chart).


    #2
    Delve,

    check your settings.

    Tamas
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      #3
      Tamas,

      Many thanks! (I especially appreciate you putting together a graphical answer.)

      Setting commission(s) under "Simulator" also works for backtesting from within charts (just for info), which is what I am doing.

      ------------------------------

      To the good people at NinjaTrader:
      PLEASE (PLEEEAAAASSSSE!!!!!) could you flesh out your Help material a LOT more?
      E.g., Your help file explains that one has to be connected to a connectivity provider to run strategy backtesting, and that commissions are set at either the instrument or global levels by connectivity provider: so it does seem, from your help files, that the commissions for backtesting should be set under the connectivity provider the user is connected to when backtesting, and that "Simulator" probably refers to the simulated data feed connection.

      An associate I was speaking to earlier today was also frustrated as hell that commissions weren't being applied to his forward (real-time, demo-account) strategy testing whilst connected to Interactive Brokers: (he set commissions under the InteractiveBrokers connection, and applied them in Options). I will tell him about setting them under Simulator, but the help files without a doubt suggests that what he did should work.

      But this is just one small example of SO MANY where the help material is woefully minimal, almost as if the authors are in a competition with each other to see who can say the least about this or that feature.

      I'm not the only user thinking this.

      Comment


        #4
        Hello,

        Thank you for the help in answering Tamus!!

        Glad to see your up and running. The NinjaTrader 7 help guide material is still a work in progress and more information is being added to it every day. The help guide is the last to be created for NinjaTrader 7 since there are so many things that are constantly changing in beta software until we finally get to the point where most features are accounted for and everything has been tested. We are currently working on this now.

        Let me know if I can be of further assistance.
        BrettNinjaTrader Product Management

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