Commissions not included in backtest

[FireFly]

Hi,

I'm running a backtest on SPY (data downloaded from Yahoo) and it doesn't include commissions.

I have included commissions in the Instrument Manager for this specific instrument. I have specified this for the Yahoo connection for this specific instrument (SPY), since that is where my data comes from. I have also enabled Options > "General > Apply Commission to pnl Calculations" and set "include Commission" true in the Strategy Analyser.

What am I overlooking?

[NinjaTrader_JoshP]

Where have you inputted the commission for the instrument? You would want to do it in the Instrument Manager and in Tools->Options->Commission.

[FireFly]

Where have you inputted the commission for the instrument? You would want to do it in the Instrument Manager and in Tools->Options->Commission.

Yes, I did it in both these places, but only for the Yahoo Stocks connection

[NinjaTrader_Bertrand]

Hi FireFly,
How did you set your commissions up? Please define just a minimum level on the instrument and connection level and see if it works then. Please post us a screenshot of how you setup those. Thanks!

[FireFly]

Hi FireFly,
How did you set your commissions up? Please define just a minimum level on the instrument and connection level and see if it works then. Please post us a screenshot of how you setup those. Thanks!

Here is how I have set it up

[NinjaTrader_Bertrand]

Hi FireFly,
Thanks for taking the time to post these shots - please enter your commissions in the 'Simulator' tab as well and let me if they are properly applied then. Thanks!

[FireFly]

Hi FireFly,
Thanks for taking the time to post these shots - please enter your commissions in the 'Simulator' tab as well and let me if they are properly applied then. Thanks!

Is that this tab?
So where do I fill it in?

[NinjaTrader_Bertrand]

Hi, please enter them under Tools > Options > Comission > Stocks > Simulator. Thanks!

[FireFly]

Hi, please enter them under Tools > Options > Comission > Stocks > Simulator. Thanks!

Ah there it is!
It works now, thanks!

[NinjaTrader_Bertrand]

You are welcome, great!!

[jdfagan]

I'm having exact same problem (NT 6.5.1000.16) trying to get commission to show in backtest (note - I'm doing backtest via strategies tab, not via strategy analyzer).

Attached are my configs..

Do I need to restart Ninja or something to get this to shine thru my backtest reports?

JD

[jdfagan]

Hmmm...looks like its an issue with custom bar types. When I use a standard 15 min bar type as basis of my strategy, commission shows up on the backtest. But when I use a custom bar type I've coded, commission doesn't show up.

Is there something related to custom bar types and commissions showing up on backtest reports for NT 6.5?

[NinjaTrader_JoshP]

JD,

Unfortunately we do not have any suggestions. All I can suggest is to look into how the bars are built and try to slowly debug it to find where it breaks.