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Generating Accurate Fills In Backtest/ How To Add Commissions

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    Generating Accurate Fills In Backtest/ How To Add Commissions

    Hi

    If I am exiting a trade using profit target and do NOT have "if limit fill on touch" selected will the system only give me a fill on the backtest if it goes offered at my bid and bid at my offer i.e giving me a 100% guaranteed fill on the backtest? Just want to know the accuracy of my backtest.

    Secondly, I have selected to include commissions but there are no commissions showing, please can you tell me where I can add what I want the commission to be, I can't see an intuitive place for me to enter this anywhere.

    Thanks

    Tom

    #2
    Hello Tomhgriff1,

    Thanks for your post.

    With reference to: https://ninjatrader.com/support/help...ime_vs_bac.htm from that link the help guide advises, "The Fill Price of Orders - During a backtest assumptions are made on the fill price of an order is based on the OHLC of a bar and the price of the order itself. You can also have differences depending on which fill algorithm you choose." You may want to review this section of the help guide concerning the historical fill process: https://ninjatrader.com/support/help...ical_fill_.htm

    To add commissions, for backtesting, you would need to apply a commission template to your sim101 account. Please see the help guide here: https://ninjatrader.com/support/help...commissi_3.htm After you have assigned a commsion template to sim101, when you use the Strategy Analyzer, you will need to check the check box "Include commission" found under the "set-up" category.

    Paul H.NinjaTrader Customer Service

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