Adding "Broker Commissions" in a Sim a/c

[NinjaTrader_Jason]

To which connectivity provider are you connected when you trade the sim101 account?

[BrianL]

To which connectivity provider are you connected when you trade the sim101 account?

I use Kinetick for data and Trading Technologies for live executions.

[NinjaTrader_Jason]

Can you please setup the commissions for Kinetick and check if commissions are reflected when generating reports.

'Simulator' refers to the Simulated Data Feed.

[BrianL]

Can you please setup the commissions for Kinetick and check if commissions are reflected when generating reports.

'Simulator' refers to the Simulated Data Feed.

ahh, that was it, thanks Jason!

[davidwilsoon]

TradeTree,

You need to define a commission level. Click the box with three dots [...], then new and then define the commission per units. You won't see commission until you do this step. Please see here for more information on commissions in NinjaTrader:

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

Critical: Make sure Apply Commission to PnL setting is checked under Tools > Options.

I set the "Minimum Level" to $4 and "No commission levels defined." Can you elaborate on the thinking behind this commission system? It does not work like this in any other backtesting/quant/strategy software I've ever seen. I use TradeStation right now as I consider moving over to NT, and they backtest with commissions, as it is common sense. Can you put this in as a bug?



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[NinjaTrader_Brett]

David,

Welcome to the NinjaTrader forums.

I do not believe there is a bug here, as this should work.

Commissions can be included in the back test results.

To include commision to the backtest results the commissions need to be added to the Simulator connection under Control Center->Tools->Options->Commisions tab->Simulator connection.

If you use minim commissions this will apply this single ammount of commissions. THis is generally not the way most traders want commissions applied unless you have a minim charge applied to for example stock trading. With Futures/Forex you want to use a commission level and set the unit to 1 and the commission level per trip. This way you get charged commissions each time you trade 1 contract.

Let me know if I can be of further assistance.

[saturntd]

How to include commision under Strategy Performance on a chart

How can I get commsion included when I look at historical performance on a chart under Strategy Performance-> Historical?

I have commsion defined under Control Center->Tools->Options->Commisions tab->Simulator connection
And when I use the Strategy Analyzer I don't have a problem getting commsion included.

Thanks.

[NinjaTrader_Matthew]

Commissions will not be applied to historical orders when running a performance report from a chart.

If you like to see commissions calculated on historical orders, you will need to use the Strategy Analyzer.