Commisions in backtesting

[talolard]

Hello,
I have the following question: When running a backtest, at what point does NinjaTrader deduce commissions from the account being tested on? Are commissions taken as soon as an order is executed or when a round trip has been completed?
Thanks
Tal

[NinjaTrader_Joydeep]

Hello Tal,
Welcome to the forum and I am happy to assist you.

The commission is added to the execution as soon as it gets filled. So if your first trade is a long then the commission is added when the long trade took place.

protected override void OnExecution(IExecution execution)
{
   Print(execution.Commission);
}

Please let me know if I can assist you any further.

[talolard]

Follow up

Hi,
So one more question
When i query Position.GetProfitLoss(Close[0],Performance.Currency does that include the commission?
Thanks

[NinjaTrader_Joydeep]

Hello talolard,
Yes, commission is included in the calculation.

Please let me know if I can assist you any further.

[talolard]

Thanks

I wish I had asked that earlier!

[tbwerz]

I tested this and Position.GetProfitLoss(Close[0],PerformanceUnit.Currency) does NOT include commission (this is basically unrealized PNL) and updates on each bar.

Performance.AllTrades.TradesPerformance.Currency.C umProfit DOES include commission but only updates after a trade is completed.

[NinjaTrader_PatrickH]

Hello tbwerz,

Thank you for your post.

This does in fact include the comission, but only one side of the commission.

I have my Simulator set to a Minimum Commision of $2, that is $2 each side. So in Backtesting until the position closes this only shows as $2 on the "Position.GetProfitLoss(Close[0],PerformanceUnit.Currency)", so if I am up $700 it is reflected as $698.
When the position closes it will show as $696 PnL.

Please let me know if I may be of further assistance.