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Commissions missing in backtest

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    Commissions missing in backtest

    I am trying to run backtest and optimizations on my ninja strategy. I cannot get the commissions to be added. I am using CL as my instrument.
    When I run a backtest, the commission column is = 0.

    to fix the issue I have

    1) added commision to the instrument
    2) gone to options and added comission for my brokerage and instrument


    Both didn't make a different and commissions are still 0.

    What else do I have to do?

    Afshin

    #2
    Originally posted by afshinmoshrefi View Post
    I am trying to run backtest and optimizations on my ninja strategy. I cannot get the commissions to be added. I am using CL as my instrument.
    When I run a backtest, the commission column is = 0.

    to fix the issue I have

    1) added commision to the instrument
    2) gone to options and added comission for my brokerage and instrument


    Both didn't make a different and commissions are still 0.

    What else do I have to do?

    Afshin
    Have you set commissions for Replay and Simulator?

    Comment


      #3
      missing comission in Strategy Analyzer

      Hi, please could you aslo help me with setting of comission in Strategy analyzer. I´ve set it at the both ways. At first in tools-control centre-options-"apply comission .." and also exactly in instrument which I need but still after running backtest comission says "0".

      This instruction are described also in the guide of NT, please is it possible to do that?
      Thank you
      Viliam

      Comment


        #4
        Hi Opentick,

        What instrument are you backtesting over?

        Have you set the commission in Tools -> Options... -> Commissions?

        May I have a screenshot of the Options window with the commission for this instrument showing?

        To send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.

        For detailed instructions please visit the following link
        http://take-a-screenshot.org/
        Chelsea B.NinjaTrader Customer Service

        Comment


          #5
          missing comission in Strategy Analyzer

          At first thank you for answer. And yes, i´ve done it and i´m doing backtest for share AAPL for longer time (1994-2014) in daily chart. I´m sending also print screen.
          Attached Files

          Comment


            #6
            Hello Opentick,

            Thanks for the screenshots.

            When you are running backtests through the Strategy Analyzer, NinjaTrader will use the Simulator engine.

            Please add your commission level to the 'Stocks - Simulator ' commission spot.

            Attached is a screenshot.
            Attached Files
            Chelsea B.NinjaTrader Customer Service

            Comment


              #7
              not working backtest in strategy analyzer

              Thank you very much! I oversaw that..now everything is working.

              All the best,
              Viliam

              Comment

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