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    Strategy Analyzer commisions missing

    Hello,

    First I would like to say this is a great forum! It really is hard not to find an answer here but I managed to find one.

    The commisions are missing from the backtest summary. I am using IB data and a default strategy on the EUR/USD 1 minute chart. I checked the 'Apply commisions' box under options and do have a commision set for IB currencies, and a minimum also. The strange thing is that when I attach the strategy to a chart it does calculate the correct commisions! I can see values in the Control Center Executions tab.

    I also tried to reset my sim account, reset the database and rerun and restart the application a few times, nothing seems to help

    #2
    Zoltar,

    When you run your strategy in a backtest there is a parameter called "Include commissions". Ensure this is set to true.
    Josh P.NinjaTrader Customer Service

    Comment


      #3
      Also that setting is set to true (knew I would forget to mention something).

      I am running the latest version under Windows Vista with all latest updates. It never worked.

      Comment


        #4
        Did you try adding a commission rate for the simulator? If not, please try this and rerun the backtest.
        BertrandNinjaTrader Customer Service

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          #5
          I don't think I did so, to be honest I'm not sure what you are talking about and can't find any help on the forum or help. Would you care to explain to me how to do this? That would be great

          Comment


            #6
            Sure, under Tools > Options > Commission please add your desired ones under the Currency - Simulator entry. Then rerun the backtest and check if they are included.
            BertrandNinjaTrader Customer Service

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              #7
              I feel so stupid... I only entered commisions for IB as that is my feed but left all simulator commision empty! Thanks for the fast help Bertrand

              Comment


                #8
                I have the same issue with commissions.

                The backtesting results don't show and calculate the commissions. I backtest GBPJPY on a Gain demo account. I did setup commissions in the instrument manager and also in the Tools, Options, Commissions tab. Commissions true before running the strategy. Same results. I am connected to the Gain-demo data feed.

                What's the trick ?

                Thanks a lot for the reply.

                Comment


                  #9
                  Hello,

                  Add it to the simulator row illregardless of the data feed you are using.
                  DenNinjaTrader Customer Service

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                    #10
                    Still lost

                    Originally posted by NinjaTrader_Ben View Post
                    Hello,

                    Add it to the simulator row illregardless of the data feed you are using.
                    Thanks Ben for the response. But, there is no row for commissions on the Simulator tab in Tools, Option menu. On the Commissions tab in Tools, Options, I wrote the commissions for "Currency Gain" row but they still don't show up in the backtesting results.

                    Comment


                      #11
                      Hello,

                      Its under the commissions tab. I have attached a screen shot that sets up 4.40 round turn commission for the simulation engine for futures.
                      Attached Files
                      DenNinjaTrader Customer Service

                      Comment


                        #12
                        Thanks Ben for the reply. But, I am backtesting currencies, not futures. For currencies the commissions don't show up in the results.
                        Attached Files

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                          #13
                          Hello,

                          They why do you want to add commissions? Commissions don't apply to FX trades. The broker makes their money in the spread.
                          DenNinjaTrader Customer Service

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                            #14
                            Originally posted by NinjaTrader_Ben View Post
                            Hello,

                            They why do you want to add commissions? Commissions don't apply to FX trades. The broker makes their money in the spread.

                            Yes, you are right. But, the spread is still an expense to a trader (just like a commission).

                            I just want it to be reflected in the backtesting results to accurately analyze the strategy.

                            Comment


                              #15
                              Please try adding the spread as slippage and leave commissions out for currencies, this is what I normally do in FX
                              BertrandNinjaTrader Customer Service

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