Backtesting with Commissions

[Dobbes]

I'm having a problem backtesting a strategy and having commissions calculated in. I went to options and put in the commission rate under Zen-Fire futures (my feed), its on the NQ too. I also selected 'include commissions' to true on the backtest, but it still doesn't have them calculated when I run the backtest. Any ideas?

[NinjaTrader_Dierk]

Sorry I would not know what causes this. Backtest will apply commissions if:
- you have properly defined commissions for an instrument
- you have checked "Apply commissions to PnL calcs" on Tools->Options

[Dobbes]

I figured the commissions thing out, I was adding commissions to Mirus instead of the Sim account. Silly, really.

I have an additional question though: I'm trying to make it so my strategy scales out 1 contract at a set level, and then lets the other ride with a trailing stop. I'm not quite sure how to achieve this.

[NinjaTrader_Jessica]

Just split the two contracts over two targets. Set the profit target on the first target to the scale out point and leave the second target's profit target to zero.

[Dobbes]

How can I do that and keep it all as one strategy?

[NinjaTrader_Jessica]

Yes, you would do this with the Stop Loss and Profit target screen.

[Dobbes]

Ok, how? I've been on this screen all morning, and this is what I have for parameters:

Set Profit target
From entry 10
Mode ticks
Value 1

And it doesn't scale out on 1 of the contracts. Instead it goes about trading clumps of two contracts under my other conditions on the this screen

Set Stop
10 ticks

Set trailing stop
16 ticks

and it completely ignores the profit target.

[NinjaTrader_Jessica]

You will need to adjust your entry conditions (Do the Following) so that 1 contract has one signal name and the other has a different signal name. Then you will be able to attach profit targets and stop to specific signal names.

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