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Can't get commissions to show in NT8 back test

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    Can't get commissions to show in NT8 back test

    I have looked at various threads on here about commissions not showing up in back test and I still can't get this to work. So here's my situation.

    I'm running NT 8.0.9.0 Lifetime multi-broker license. I mostly trade through my NinjaTrader Brokerage account.

    I run a backtest on, say, ES, a very commonly-used futures instrument. $0 commission is shown.

    So I looked at the commission settings, and I see for ES there is a $0 min comm and a $1.82 per-unit comm.

    So, I then go to my accounts and see "Sim101" plus my real-time accounts. So I assume I need to associate my Sim101 to the NinjaTrader Brokerage commission schedule.

    Does backtesting use the Sim101 account? For example, in NT7, we had to set up commissions for "Simulator" and "Replay". Should I have some other accounts like that?

    Or is there some other way I can get Strategy Analyzer to compute my estimated commissions?





    I
    Attached Files

    #2
    Hello shodson,

    Thank you for your post, this should use the Sim101's commission setting.

    To test, please go to Tools > Commissions > select your template to the left. If no value is entered for Minimum commission for ES under the lower "Commission Per Instrument" section, enter your value > Press OK.

    Before running the backtest, also please verify "Include commissions" is selected under Set up.

    We look forward to assisting further.
    Eric B.NinjaTrader Customer Service

    Comment


      #3
      I have "IncludeCommission" checked in strategy analyzer and also set it in my code.

      I have "NinjaTrader Brokerage LifeTime" commission template mapped to my "Sim101" account.

      In that template, the NQ is set up with a Minimum Commission of 0.00 and a Per-unit commission of 1.82. So I expect that I would be charged 1.82 per contract per side.

      But in the Strategy Analyzer when I test NQ it still comes up $0.00 for commissions.

      See the attached screenshots.
      Attached Files

      Comment


        #4
        Start playing with #'s and see if anything sticks. Make the min $1.82.

        I couldn't get it to work in Market Replay so I just gave up. Too many other battles to fight with this platform since Beta1.

        I saw an example once for stocks I believe, but nothing for contracts. It's like the mythical unicorn.

        Comment


          #5
          Thank you for your reply.

          Can you please write into to PlatformSupport[AT]NinjaTrader[DOT]Com with your log, trade and database files, along with a copy of your strategy code and a link to this forum post?


          Please follow the steps below to manually attach your log and trace files to your response so I may investigate this matter further.

          * Open your NinjaTrader folder under Documents.
          * Right click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
          * Send the 2 compressed folders as attachments to this email.
          * Once complete, you can delete these compressed folders.


          We look forward to assisting further.
          Eric B.NinjaTrader Customer Service

          Comment

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