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NT7: Adding Commission Rates for Iq Feed

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    NT7: Adding Commission Rates for Iq Feed

    Have followed the link



    but I am not getting getting commissions reported in the Chart > Strategy Performance Report or in the Strategy Analyzer Report.

    Instrument is $EURGBP

    Have added commssions at Tools > Options > Commission > Currency - IQ Feed $2.85 min; 0/0
    and have enabled "Apply commission to PnL calculations"

    also tried at Instrument Level and it does not work either?

    Any ideas?

    #2
    mefTrader, please try adding the commissions for the Simulator entry and ensure when working in the Strategy Analyzer that 'Include Commission' is set to 'true'.

    Comment


      #3
      " please try adding the commissions for the Simulator entry" ? Dont understand you?

      "ensure when working in the Strategy Analyzer that 'Include Commission' is set to 'true'. "

      It is set to true

      Comment


        #4
        I was referring the the 'Simulator' entry when you add commission rates under Tools > Options > Commissions, this will then include the backtest account as well.

        Comment


          #5
          Does not work!

          Click image for larger version

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          Click image for larger version

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ID:	858081

          Comment


            #6
            Here is my Performance Report - no commissions?
            Attached Files
            Last edited by mefTrader; 08-23-2010, 07:06 AM.

            Comment


              #7
              Originally posted by mefTrader View Post
              Here is my Performance Report - no commissions?
              I can confirm that - using IQ feed - commissions DO NOT show up in the performance report.

              I have commissions set up in two different places. I'm aware that I can set Sim/IQ Feed commissions within the instrument itself (along with schedules), in addition to being able to set up commissions from the "commissions" tab under options.

              When I have executions, all commissions show up correctly (# contracts * rate @ schedule). However, under the performance tab, no such commissions show up.

              Please see attached screenshots:

              PS This is not from the backtest - this is from running strategies live.
              Attached Files
              Last edited by cgeorgan; 08-23-2010, 07:35 AM.

              Comment


                #8
                mefTrader, please define at least 1 commission level and then rerun the backtest.

                Comment


                  #9
                  I have done that looks at the images above unless I have missed something?

                  Comment


                    #10
                    Originally posted by cgeorgan View Post
                    I can confirm that - using IQ feed - commissions DO NOT show up in the performance report.

                    I have commissions set up in two different places. I'm aware that I can set Sim/IQ Feed commissions within the instrument itself (along with schedules), in addition to being able to set up commissions from the "commissions" tab under options.

                    When I have executions, all commissions show up correctly (# contracts * rate @ schedule). However, under the performance tab, no such commissions show up.

                    Please see attached screenshots:

                    PS This is not from the backtest - this is from running strategies live.
                    This looks like 'Apply Comm. to Pnl' is not checked under Tools > Options > General.

                    Comment


                      #11
                      mefTrader, tested here on my end, please ensure at 1 level of commission is defined for example for your currencies on the simulator, just entering one value in the min. field is unfortunately not enough.

                      Comment


                        #12
                        Originally posted by NinjaTrader_Bertrand View Post
                        This looks like 'Apply Comm. to Pnl' is not checked under Tools > Options > General.
                        AMAZING! Thank you :-)

                        PS I learn something new everyday about this program.

                        Comment


                          #13
                          Can you post an illustrative example so I know exactly what you are doing? I am getting mixed results

                          Comment


                            #14
                            mef,

                            This is Brett following up for Bertrand.

                            Can you plase clarify what you mean by mixed results. Are you saying that you are not getting commisions still?

                            If this is the case can you please confirm you have Conrol Center->Tools->Options->Apply Commission to PnL calculations.

                            Also, can you please confirm that to set commissions for back testing purposes, set commissions for the "Simulator" connectivity provider.

                            I look forward to assisting you further.
                            BrettNinjaTrader Product Management

                            Comment


                              #15
                              Have restarted Ninja Today and it seems to be applying the commission correctly now - weird?

                              Comment

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