Commisisons Not considered

Stainless2000

Junior Member

Join Date: Jun 2008

Posts: 40
#1

Commisisons Not considered

08-29-2008, 09:34 AM

I have my commissions calculating in my analyzer and the check box to include them, but they are not being considered when figuring profitability of a strategy. how is this done?
Tags: None
NinjaTrader_Jessica

NinjaTrader Customer Service

Join Date: Oct 2007

Posts: 571
#2

08-29-2008, 09:49 AM

When you run the backtest are you setting Include Commissions to True?

JessicaNinjaTrader Customer Service
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Stainless2000

Junior Member

Join Date: Jun 2008

Posts: 40
#3

08-29-2008, 09:54 AM

Yes, and they are included in the results but not calculated as part of the NET profit. But I am really talking about the optimizer. The trades are not optimized with commissions as part of the equation.
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NinjaTrader_Ray

Founder

Join Date: Nov 2004

Posts: 11160
#4

08-29-2008, 11:46 AM

I just tested and when optimizing for "max. net profit" commission is included in the calculation.

RayNinjaTrader Customer Service
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