Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

How do I correctly factor in commissions?

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    How do I correctly factor in commissions?

    I am running my back tests with the strategy analyzer, and I am running into a problem with commissions. I have figured out how to add commissions, but the issue is that the back test does not factor in the leverage I want to use.

    Even though I have changed the values in Tools> options >strategy and hit refresh, it does not make any impact on my back test.

    The problem this poses, is that the commission is going to be a greater percentage of dollar value change in the trade.

    Any advice on how I can factor in commissions, and leverage into my back testing?

    Thank You

    #2
    Hello cfp462,

    You would want to modify the commission settings inside the Tools -> Options -> Commission tab and then go to what Instrument Type you are trading and modify the "Simulator" settings. For example if you are trading the ES 12-12 with a minimum commission of $1 per side you would want to modify the "Futures - Simulator". See attached image.

    Here is a link to our Help Guide that has more examples on adding commission rates.
    http://www.ninjatrader.com/support/h...sion_rates.htm

    Let us know if we can be of further assistance.
    JCNinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by frankthearm, Today, 09:08 AM
    5 responses
    14 views
    0 likes
    Last Post NinjaTrader_Clayton  
    Started by jeronymite, 04-12-2024, 04:26 PM
    3 responses
    43 views
    0 likes
    Last Post jeronymite  
    Started by yertle, Today, 08:38 AM
    5 responses
    15 views
    0 likes
    Last Post NinjaTrader_BrandonH  
    Started by adeelshahzad, Today, 03:54 AM
    3 responses
    19 views
    0 likes
    Last Post NinjaTrader_BrandonH  
    Started by bill2023, Yesterday, 08:51 AM
    6 responses
    27 views
    0 likes
    Last Post NinjaTrader_Erick  
    Working...
    X