Specific Fee on Backtesting

[SpikeLGWG]

Hello,

i was look for a Property to set the Fee for Backtesting?

with best regard
Rossegger Robert

[bltdavid]

What "fee" are you referring to?

Back-testing is a function provided by Strategy Analyzer,
and is designed for use with Strategies only.

It is included free with NinjaTrader.
There is no "fee" involved when back-testing.

Are you referring to the historical data needed by the
Strategy Analyzer to perform the backtest?

There could very well be a fee for that data, but that is
an cost issue regardless of your use of Strategy Analyzer.

EDIT: Oh .. maybe you mean the commissions?

[NinjaTrader_BrandonH]

Hello SpikeLGWG,

Thank you for your post.

bltdavid is correct. Backtesting strategies in the Strategy Analyzer is a free feature of NinjaTrader.

Are you referring to adding a commissions template to have additional fees included in trades?

If so, to apply commissions, please take the steps below.

1. Navigate to the Accounts tab of the Control Center
2. Right click on the Account you would like to apply the commissions to, and select 'Edit Account'
3. In the 'Commission' drop-down menu, select the commission template.
4. Click OK

If the commission templates you see don't suit you, then you would have to create a custom commissions template which you may do so by navigating to the Control Center > Tools > Commissions. In this window, click, "add" in the Templates section towards the bottom left side to create a new template. Next, depending on the instrument type you intend on trading, click on the instrument type in the 'Commission per instrument type' section, and click edit. Lastly, add the 'Minimum commission' or 'Per-unit commission' and then click 'OK'. Follow the above steps to apply the commission template to your account.

Unfortunately, the prior orders you've executed will not be applied with commissions, however, the new orders you execute will have the commissions applied.

Additionally, please see the following publicly available NinjaTrader 8 help guide link on Working With Commission Templates:

• https://ninjatrader.com/support/help...commissi_2.htm

Please let us know if we may assist further.

[SpikeLGWG]

Hello,

correct, i mean commisions.

i found the commisions in the Account-Settings, but in Crypto ist always 0.00. The Settings in Tools help me to set my individual Commision for my Position.
But:
this values are absolute Values and i have only Percent. Only for backtesting ist ok to take a estimated value. so i know for 0.002 BitCoin i have a commision nearby 0.50$.
So, my next Problem is, i have no idea how great my Position is?
In the code, i use

EnterLong(100, "NameOfOrder");

Where is the setting to say this make a Order wich 0.002 BitCoin?

with best regards
Rossegger Robert

[NinjaTrader_BrandonH]

Hello SpikeLGWG,

Thank you for your note.

There are no supported means for trading cryptocurrencies in NinjaTrader at the moment. Fractions of bitcoin are measured in satoshi and there are no supported ways to input a satoshi amount.

Please let us know if we may assist further.

[SpikeLGWG]

Hello Brandon,

the missing support of cryptocurrencies is in the first step ok,
but the strategy with this code

EnterLong(100, "NameOfOrder");

create an order between USD and BTC.
How many USD are in this Position? I can find this Value.
If i know how many USD are in this Position, i can set the commision. And it is clear, Backtesting is only a trend, but i will take the so real as possible.

mbg
RR

[NinjaTrader_BrandonH]

Hello SpikeLGWG,

Thank you for your note.

Position.AveragePrice could be used to get the average entry price of the strategy position. PositionAccount.AveragePrice could be used to get the average entry price of the account position. (Strategy positions are separate from account positions)

See the help guide link below for more information.
Position- https://ninjatrader.com/support/help...8/position.htm
PositionAccount - https://ninjatrader.com/support/help...ionaccount.htm

Please let us know if we may assist further.

[SpikeLGWG]

Hello,

i know the average Price, this average Price is also in the Order to. And it is the Price on which i created the Order. (+/-)

How many Dollars are in the Position when i wrote EnterLong(100).
Not the average Price which is Close[0]. (+/-)

How many Dollars are used on this EnterShort (10)?

[NinjaTrader_BrandonH]

Hello SpikeLGWG,

Thank you for your note.

There are no supported or documented ways to get the currency value for a given trade, such as EnterLong(100) or EnterShort(10). You would need to calculate this in your script to determine how much money was used for X amount of contracts at the current price.

Please let us know if we may assist further.

[SpikeLGWG]

Hello,

thanks for your answer.
I calculate this values in my script.

mbg
RR