Announcement

Collapse

Looking for a User App or Add-On built by the NinjaTrader community?

Visit NinjaTrader EcoSystem and our free User App Share!

Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less

Partner 728x90

Collapse

Generating Accurate Fills In Backtest/ How To Add Commissions

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Generating Accurate Fills In Backtest/ How To Add Commissions

    Hi

    If I am exiting a trade using profit target and do NOT have "if limit fill on touch" selected will the system only give me a fill on the backtest if it goes offered at my bid and bid at my offer i.e giving me a 100% guaranteed fill on the backtest? Just want to know the accuracy of my backtest.

    Secondly, I have selected to include commissions but there are no commissions showing, please can you tell me where I can add what I want the commission to be, I can't see an intuitive place for me to enter this anywhere.

    Thanks

    Tom

    #2
    Hello Tomhgriff1,

    Thanks for your post.

    With reference to: https://ninjatrader.com/support/help...ime_vs_bac.htm from that link the help guide advises, "The Fill Price of Orders - During a backtest assumptions are made on the fill price of an order is based on the OHLC of a bar and the price of the order itself. You can also have differences depending on which fill algorithm you choose." You may want to review this section of the help guide concerning the historical fill process: https://ninjatrader.com/support/help...ical_fill_.htm

    To add commissions, for backtesting, you would need to apply a commission template to your sim101 account. Please see the help guide here: https://ninjatrader.com/support/help...commissi_3.htm After you have assigned a commsion template to sim101, when you use the Strategy Analyzer, you will need to check the check box "Include commission" found under the "set-up" category.

    Paul H.NinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by port119, Today, 02:43 PM
    0 responses
    0 views
    0 likes
    Last Post port119
    by port119
     
    Started by Philippe56140, Today, 02:35 PM
    0 responses
    2 views
    0 likes
    Last Post Philippe56140  
    Started by 00nevest, Today, 02:27 PM
    0 responses
    1 view
    0 likes
    Last Post 00nevest  
    Started by Jonafare, 12-06-2012, 03:48 PM
    5 responses
    3,986 views
    0 likes
    Last Post rene69851  
    Started by Fitspressorest, Today, 01:38 PM
    0 responses
    2 views
    0 likes
    Last Post Fitspressorest  
    Working...
    X