Trade Object ProfitCurrency Calculation

[parkinsonbr]

Does ProfitCurrency include slippage and commission as part of its calculation?

[NinjaTrader_ChrisL]

Hi parkinsonbr, thanks for posting. The commission and slippage are included in this trade performance value. You can test this by using the Print() method to print out data from the strategy you are testing:

if(SystemPerformance.AllTrades.Count > 0)
{
  Trade lastTrade = SystemPerformance.AllTrades[SystemPerformance.AllTrades.Count - 1];
  Print(lastTrade.ProfitCurrency);
  Print(lastTrade.Commission);
}

If you see "0" on the commission value, you need to go to the Accounts tab of the Control Center>Right click the Sim101 account>Edit Account>and apply a commission template to the account you are testing on. Also set IncludeCommission = true in State.SetDefaults. The slippage will change the initial entry price, so that is included by default. Slippage is only applied to market orders.

Kind regards,
-ChrisL