Commisisons Not considered

Stainless2000

Junior Member

Join Date: Jun 2008

Posts: 40
#1

Commisisons Not considered

08-29-2008, 09:34 AM

I have my commissions calculating in my analyzer and the check box to include them, but they are not being considered when figuring profitability of a strategy. how is this done?
Tags: None
NinjaTrader_Jessica

NinjaTrader Customer Service

Join Date: Oct 2007

Posts: 571
#2

08-29-2008, 09:49 AM

When you run the backtest are you setting Include Commissions to True?

JessicaNinjaTrader Customer Service
Comment
Stainless2000

Junior Member

Join Date: Jun 2008

Posts: 40
#3

08-29-2008, 09:54 AM

Yes, and they are included in the results but not calculated as part of the NET profit. But I am really talking about the optimizer. The trades are not optimized with commissions as part of the equation.
Comment
NinjaTrader_Ray

Founder

Join Date: Nov 2004

Posts: 11160
#4

08-29-2008, 11:46 AM

I just tested and when optimizing for "max. net profit" commission is included in the calculation.

RayNinjaTrader Customer Service
Comment

Topics	Statistics	Last Post
Chart is frozen but Ask and Bid on chart trader is moving by warreng86 Started by warreng86, 11-10-2020, 02:04 PM	4 responses 1,355 views 0 likes	Last Post by mathewlo Today, 09:18 PM
Alert based on COLOR of multiple moving averages on 2 time frames by Perr0Grande Started by Perr0Grande, Today, 08:16 PM	0 responses 2 views 0 likes	Last Post by Perr0Grande Today, 08:16 PM
Strategies tab not auto filtering by Account when restarting NinjaTrader by elderan Started by elderan, Today, 08:03 PM	0 responses 5 views 0 likes	Last Post by elderan Today, 08:03 PM
OnEachTick by algospoke Started by algospoke, Today, 06:40 PM	0 responses 10 views 0 likes	Last Post by algospoke Today, 06:40 PM
Backtest 2021-2024 by maybeimnotrader Started by maybeimnotrader, Today, 05:46 PM	0 responses 12 views 0 likes	Last Post by maybeimnotrader Today, 05:46 PM

Announcement