Commission value?

[Skechers]

It appears that:

LastTrade = SystemPerformance.AllTrades[SystemPerformance.AllTrades.Count - 1];

Commission = LastTrade.Commission;
​

When a partial order is filled, it will report the commission of the last trade of the partial fill. So if the order is for 20 contracts (MES, comission is $24.40) and 19 are partially filled, then the last trade is 1 contract (MES comission is $1.22) then the above code will return a comission of $1.22.

What I would like to get instead is the comission of the entire order of 20 contracts.

Currently I'm using this code:

protected override void OnPositionUpdate(Position position, double averagePrice, int quantity, MarketPosition marketPosition)

{

if (Position.MarketPosition == MarketPosition.Flat && SystemPerformance.AllTrades.Count > 0)

{

if (Position.MarketPosition == MarketPosition.Flat && SystemPerformance.AllTrades.Count > 0)

{

if (Position.Instrument.FullName == Instrument.FullName)

{

string OrderAction = "";

string OrderType = "";

double EntryPrice = 0;

double ExitPrice = 0;

double GrossProfit = 0;

double NetProfit = 0;

double Commission = 0;

double Fees = 0;

Trade LastTrade;



// Get commission for the order/position

LastTrade = SystemPerformance.AllTrades[SystemPerformance.AllTrades.Count - 1];

Commission = LastTrade.Commission;
​

[NinjaTrader_Emily]

Hello Skechers,

Thank you for your post.

When an order is partially filled, it is a separate Trade in the TradeCollection. You are getting the commission of the last trade of the partial fill because you are only working with LastTrade.Commission. If you want all commissions for the separate partial fills added together, you may need to modify your code to evaluate multiple trade objects and not just the last trade. You may verify what values and quantities you are working with by adding prints, such as printing the count to get the number of trades in the collection (SystemPerformance.AllTrades.Count) as well as printing a trade ToString(), like LastTrade.ToString(). For more details on Trade objects, TradeCollection, and SystemPerformance.AllTrades, please see the links below:

• https://ninjatrader.com/support/help.../nt8/trade.htm
• https://ninjatrader.com/support/help...collection.htm
• https://ninjatrader.com/support/help.../alltrades.htm

Please let us know if we may be of further assistance.

[Skechers]

How do I access the comission value for 1 contract?

Thanks!

[NinjaTrader_Emily]

Hello Skechers,

Thank you for your reply.

Getting a commission value from an instrument is not currently supported. I can add your vote to feature request SFT-1645. If this feature is included in a future release, it will be listed in the release notes:

https://ninjatrader.com/support/helpGuides/nt8/release_notes.htm

That said, there is some code that is not documented in the help guide that you could try as mentioned here:

https://forum.ninjatrader.com/forum/ninjatrader-7/platform-technical-support/80048-commissions?p=695191#post695191

Please let us know if we may be of further assistance.

[Skechers]

Many Thanks Emily!