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Programmatic determination of commission

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    Programmatic determination of commission

    Hi-

    I'm trying to accomplish something akin to the following (determining a positions average price + commission...essentially the breakeven):
    Code:
    (Position.AvgPrice + Position.Quantity * Instrument.MasterInstrument.Commission)
    I don't think I'm doing it right there; Which object do I reference to access an instrument's defined commission rate, or is this information included in total somewhere else?

    Thanks!

    PS I understand that code above won't determine the number I'm looking for, but you get the idea).

    #2
    Hi Cgeorgan,

    Unfortunately there aren't supported properties for checking commission settings defined in instrument manager.

    You can access as part of the Trade Performance class. This will only apply to the commission totals applicable for the strategy run.
    Ryan M.NinjaTrader Customer Service

    Comment


      #3
      Ouch,

      I tried to solve this problem, I seem to have come up with this as a solution:

      Instrument.MasterInstrument.GetCommission(1,Instru ment.MasterInstrument.Commission.ProviderCommissio ns[0].Provider)

      Set the "1" to the number of contracts.

      Comment

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