Commissions

[dave1992]

Hi,

I've set up commissions per broker and per instrument.

On the executions tab, all of the commissions are filled in. e.g.

Instrument Action Qty Price Time ID E/X Position Order ID Name Commission Rate Account 6C 12-08 Buy 1 0.79 04/12/08 08:50 4a3570d4e9ca4d7eb10c0d21c0deec43 Exit - 365259ea59c3421ea180d758b9c18dcb Buy to cover 10 1 Sim101
On the strategy/strategy performance window, the commissions are all zero. On the Account Performance/Trades tab, all the commissions are zero, e.g. same trade as above:

Trade-# Instrument Account Strategy Market pos. Quantity Entry price Exit price Entry time Exit time Entry name Exit name Profit Cum. profit Commission MAE MFE ETD Bars
52 6C 12-08 Sim101 VVMA4 Long 1 0.7969 0.7979 03/12/08 20:45 03/12/08 21:59 Buy Exit on close 0.13% 4.67% 0 0.15% 0.26% 0.14% 15

[NinjaTrader_Bertrand]

Hi dave1992,

Since you are trading on the Sim101 account -
did you also enter commissions for your instruments under the simulator entry under Tools > Options > Commissions?

[dave1992]

Yes - that's how they got into the trades on the executions tab.

[NinjaTrader_Bertrand]

Hi dave1992,

Please review this link here - http://www.ninjatrader-support.com/H...issionTab.html

and make sure the commissions for your connection and instrument are set correctly. After verifying or changing this, please restart NinjaTrader and apply your strategy fresh.

[dave1992]

I think you're entirely missing my point. I have set up commissions correctly. That's how they all appear correctly on the executions tab. They are not filled in on the strat performance trades tab.

I've restarted NT etc.

thanks
Dave

[NinjaTrader_Bertrand]

Hi dave1992,

Are you referring to the Strategy Analyzer?

When you backtest a strategy, there's a setting to 'IncludeCommission' under 'General'. Set this to True if you want them to be reflected.

http://www.ninjatrader-support.com/HelpGuideV6/BacktestAStrategy.html

Also you can set this in the Initialize() directly when coding your systems in the NinjaScript Editor - http://www.ninjatrader-support.com/H...ommission.html

[dave1992]

No, I'm not. Please do read what I've written in the first post

"On the strategy/strategy performance window, the commissions are all zero. On the Account Performance/Trades tab, all the commissions are zero"

[NinjaTrader_Bertrand]

Hi dave1992,

Please check if 'Apply commissions to PnL calculations' is checked under Tools > Options > General.

http://www.ninjatrader-support.com/HelpGuideV6/General.html

Thanks!

[dave1992]

Thanks, that must be it. I must have lost that option each time I have to reset my db, reinstall etc.