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Commissions in SA Backtest not working?

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    Commissions in SA Backtest not working?

    I, for the life of me, can not get commissions to be generated in a Strategy Analyzer backtest. I have the commissions entered on each instrument and in the Options setup area. I have it enabled on the backtest as well.

    Can you please let me know exactly what has to be configured to get commissions to be generated for a back test?

    Thank you.

    #2
    Tools->Options->Apply commissions to PnL calculations

    Comment


      #3
      Already done as stated.

      Comment


        #4
        To double check: On the strategies properties grid it says "Include commission"=True?

        Comment


          #5
          For the record, which item on the Tools > Options > Commissions tab is used to supply the commission amount for backtesting, optimization, etc, and does it matter if you are connected to a datafeed / broker? Thanks.

          Regards,

          Whitmark
          whitmark
          NinjaTrader Ecosystem Vendor - Whitmark Development

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            #6
            a) please set commissions for provider "Simulator"
            b) same logic as with any provider

            Comment


              #7
              Thanks, Dierk.

              I was just getting ready to report this myself.

              Adding a commission for the Simulator makes it work as expected.

              If anyone else is having this trouble, see screen shot for how to set this up.

              My broker charges about $5.00 per round-trip, so that's $2.50 per side, which is how this gets specified.

              KBJ
              Attached Files

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                #8
                Thanks KBJ for your contribution.

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