Bug in the performance backtester

[Zhorny]

Hi there.
The commission calculation is incorrect in the performance backtester.

In the attached screenshot (and example), I've set the commission to $2.70 a side and the default trade size is 25 lots.

The commission I should have paid is: 373 trades x 2.70 per lot x 2 (round turn) x 25 lots per trade = $50,355 NOT $2,014.20. The $2,014.20 number only qualifies if you are trading 1 lot and not 25 lots (in this example).

Cheers.

[NinjaTrader_PatrickH]

Hello Z,

Thank you for your post.

The number of trades taken on your backtest is 373; so if we times 2.70 by two and then 373 we get 2014.20.

If you strategy is not executing orders as expected we recommend debuggin your strategy, you can find a great resource on debugging your code at the following link: http://www.ninjatrader.com/support/f...ead.php?t=3418

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

[Zhorny]

Correct but for every trade I was trading 25 lots (default quantity = 25 lots) NOT 1 lot therefore you need to multiply it by another 25 to get the real commission - therefore it is a bug.

[NinjaTrader_PatrickH]

Hello Zhorny,

Thank you for that information.

Can you provide me with a screenshot of your commissions that you set either in the Commissions tab of the Options menu or for the individual instrument? In addition, please click on the Trades tab of your backtest results and send a screenshot of thie as well.

I look forward to assisting you further.