Commissions and P & L / Account performance

[T2020]

quick question . Not sure where to put it so I'll ask it here.
Under tools > general , I have checked " apply commissions to PnL calculations" ,
but In Account Performance the Total Net profit and Gross Profit are the same
number. Shouldn't the Gross Profit be more ?

Thanks

[NinjaTrader_ChristopherJ]

Hello,

Thank you for your post.

Commission can be included in your PnL calculations provided you have correctly configured NinjaTrader. Commission values can be defined for each connectivity provider per instrument and per instrument type.

Commission values are used in the following order:

• From the instrument if a commission value has been defined else
• From the instrument type if a commission value has been defined else
• No value is used since none have been defined

Please follow the instructions below to define commission values per instrument type:

• From within the NinjaTrader Control Center window select the menu Tools > Options
• Select the tab "Commission"
• Click here for details on defining a commission values

Please follow the instructions below to define commission values per instrument:

• From within the NinjaTrader Control Center window select the menu Tools > Instrument Manager
• Double click on the instrument you wish to add a commission value for
• Click on the "Misc" tab
• Click here for details on defining a commission values

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

[T2020]

Thanks. I had it setup under Tools > options > then commissions. Was unaware I had to set it up
under instrument manager as well.

[NinjaTrader_ChristopherJ]

You can setup commissions in either place however if you setup commissions in the Instrument Editor this will overide the settings in the Commissions tab.

[TexFly]

No luck...

I tried everything suggested in here with no luck on my backtesting. The results always come up with zero commissions

What am I doing wrong?

[NinjaTrader_ChristopherJ]

When configuring commissions for Backtesting please confirm you have set them up for "Simulator".

[TexFly]

Thanks, it worked!

[Ricam]

Commissions not calculated correctly

Per the Executions page, there are commissions being applied for entries but not for exits.

The commission is always the same, the one lot rate, no matter how many contracts are traded.

This is in simulation mode. All settings seem to be per the instructions.

Is the commission rate that is entered supposed to be the one way or round trip commission?

Why isn't the per unit commission being multiplied by the number of contracts traded?

[NinjaTrader_Brandon]

Hello Ricam,

Thanks for your post.

To set up commissions per contract you will need to define commission levels.
To do this go to Tools> Options> Commissions
Select the instrument type and connectivity provider you want to define to commissions for
Press the + button
Select Commissions Levels and press the "..." button
Select New
Under Commissions enter the value per contract
Under Units enter 1
Now your trades will calculate commissions based on per contract.

Below I have provided a link to the Commissions Tab section of our help guide.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?commission_tab.htm

If there is anything further I may assist you with don't hesitate to ask.

[birdog]

When configuring commissions for Backtesting please confirm you have set them up for "Simulator".

Hi Chris,

I am having the same issue...what do you mean by the above? I have tried multiple combinations to get commissions to show up when backtesting.

Also, as a side note, when I set comm. in the Options>Commissions area Once simulated or live trades happen it will calculate commissions as the trades happen, but if I go and change the commissions in the Options>Commissions area it will or will not change or effect historical trades that have happened in the past with a Sim or Live account?

Thanks a lot...

[NinjaTrader_Brandon]

Hello birdog,

Thanks for your post.

To be able to apply commissions for when backtesting a strategy with the Strategy Analyzer you will need to go to Tools> Options> Commissions
You will need to select the instrument type and Simulator
Defining commissions for the Simulator in this way will calculate commissions when backtesting a strategy in the Strategy Analyzer

When settings commissions it will only apply to trades placed after that. They will not be applied to historical trades.

[sns84]

Hello, Hope it is ok to post the question here. In regards to FXCM Commissions per pair.

I know you can do the separate in the instrument manager. I choose to go the tool/option/commissions route. The problem is I went to set it at .00006 per each 1K Traded which comes out to 6cents, per 1k lot.

The problem is when I put the 4 zeros in, NT automatically changes it to 6E-05 and my commissions do not calculate correctly. Any idea how to fix or solve this issue to have correct commissions. eventually I will go through and apply the proper rate to each pair of currency but im just trying to figure out how to accurately get them to calculate right now

[NinjaTrader_Jason]

Hello sns84,

The change to 6E-05 is as expected when that many zero's are entered. 6E-05 equals 0.00006, 6E-06 would equal to 0.000006.

Did you enter a minimum commission or did you setup a commission level? Make sure you setup a commission level like 0.0006/9999999. Each unit (up to 9.999.999 units) will calculate 1/1000th of 6 cents. This will be 6 cents for a 1K lot.