Forum: NinjaTrader
August 22nd, 2017, 05:35 PM
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Replies: 20
Views: 5,361
Thanks. It's been optimized to historical data...
Thanks. It's been optimized to historical data though so the profit doesn't really mean much, of course.
Yeah, I use NT Brokerage and lease NT, so CME futures are $4-5 per round trip per contract...
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Forum: NinjaTrader
August 22nd, 2017, 04:57 PM
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Replies: 20
Views: 5,361
No, including commissions reduces Total net...
No, including commissions reduces Total net profit for me. It also reduces Gross profit and increases Gross loss.
Maybe it's because you're using Replay? There might be a bug with it. I'm using...
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Forum: NinjaTrader
August 22nd, 2017, 01:09 PM
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Replies: 20
Views: 5,361
I just tested one of my strategies to see if...
I just tested one of my strategies to see if including commissions changed profit factor and Sharpe Ratio.
Including comissions:
PF: 1.38
Sharpe: 0.70
Not including commissions:
PF: 1.40...
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Forum: NinjaTrader
August 17th, 2017, 11:02 AM
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Replies: 20
Views: 5,361
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Forum: NinjaTrader
August 11th, 2017, 03:10 PM
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Replies: 20
Views: 5,361
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