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Backtesting with Commissions
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Backtesting with Commissions
I'm having a problem backtesting a strategy and having commissions calculated in. I went to options and put in the commission rate under Zen-Fire futures (my feed), its on the NQ too. I also selected 'include commissions' to true on the backtest, but it still doesn't have them calculated when I run the backtest. Any ideas?Tags: None
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I figured the commissions thing out, I was adding commissions to Mirus instead of the Sim account. Silly, really.
I have an additional question though: I'm trying to make it so my strategy scales out 1 contract at a set level, and then lets the other ride with a trailing stop. I'm not quite sure how to achieve this.
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Ok, how? I've been on this screen all morning, and this is what I have for parameters:
Set Profit target
From entry 10
Mode ticks
Value 1
And it doesn't scale out on 1 of the contracts. Instead it goes about trading clumps of two contracts under my other conditions on the this screen
Set Stop
10 ticks
Set trailing stop
16 ticks
and it completely ignores the profit target.
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