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Commission on current instrument

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    Commission on current instrument

    How do I determine what the RT commission is for a given position/instrument?

    Code:
    foreach (Position p in account.Positions) {[INDENT]if (p.MarketPosition != MarketPosition.Flat) {[/INDENT][INDENT=2]Print("RT commission for this position is : " + [COLOR=#e74c3c][I]<where do I get this value from?>[/I][/COLOR])[/INDENT][INDENT]}[/INDENT]
      }

    #2
    Hello emini.ninja,

    You can likely use the p Position objects GetUnrealizedProfitLoss for that purpose. There is a general sample with a Position in the following page:



    I look forward to being of further assistance.
    JesseNinjaTrader Customer Service

    Comment


      #3
      But doesn't the GetUnrealizedProfitLoss() method return P/L without applying round-trip commissions? I am interested in the commission for whichever position is open so I can calculate true P/L.

      Comment


        #4
        Hello emini.ninja,

        To clarify my reply was based on the code you provided and working with the Position object. You would not be able to access commission information from the Position, that is not where the commission is applied. The commission is associated with the Executions. If you wanted to know the commission by looping through the positions you would need to collect information like the Instrument and then use a commission based on that instrument in your calculations. I am not aware of any way to access the commission template, this would be something you would hard code.

        If you were using the execution information the execution has a Commission property. https://ninjatrader.com/support/help...executions.htm

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

        Comment

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