Dismiss on backtesting

[stibflo]

Hello

When I try to backtest a simple strategy on NQ 09-10, 1 min bars I get som places where the entry an exit price is above or below the actual bar itself. It also look as the rules in my strategy is not followed in this situations.
In the attached image, you see a short entry at 1.45 PM whith a entry atn 1816,50 and exit at 1814,-. The bar itself have a High on 1812,75 and low on 1810,50.
I have tried to reload all data for the NQ 09-10, but the same thing is still happening. This happends several times in the backetest.

The code for the signal is:

SMA sma5 = SMA(BarsArray[1],50);

if (Falling (sma5) &&
High[0] > Bollinger(2, 14).Upper[0]
)
EnterShort();

The "BarsArray[1]" is a 5 min, and profit target is set to 10 ticks

I have a NT 7.0.0.18
Hope you can help me.

best regards
Stiblo

[NinjaTrader_JoshP]

Stiblo,

Have you filtered your logic to be within the correct BarsInProgress context?

[stibflo]

This is the code:
publicclass Bollinger : Strategy
{
privateint target1 = 10;
privateint stop = 9;
protectedoverridevoid Initialize()
{
Add(PeriodType.Minute, 5);
Add (Bollinger(2, 14));
SetStopLoss("",CalculationMode.Ticks, stop, false);
SetProfitTarget(CalculationMode.Ticks, target1);
CalculateOnBarClose = true;
}
protectedoverridevoid OnBarUpdate()
{
if (ToTime(Time[0]) >= ToTime(13, 0, 0)&&
ToTime(Time[0]) <= ToTime(16, 0, 0))
Variable0 = 1;
else
Variable0 = 0;
EntryHandling = EntryHandling.UniqueEntries;
SMA sma5 = SMA(BarsArray[1],50);
if (Position.MarketPosition != MarketPosition.Flat) return;
if (Variable0 != 1) return;

if (Rising (sma5) &&
Low[0] < Bollinger(2, 14).Lower[0]
)
EnterLong();

if (Falling (sma5) &&
High[0] > Bollinger(2, 14).Upper[0]
)
EnterShort();
}

[NinjaTrader_JoshP]

You will most definitely want to filter your OnBarUpdate() with BarsInProgress.

if (BarsInProgress == 0)
{
     // logic;
}

You can find a discussion of this here: http://www.ninjatrader-support.com/H...ameInstruments

[stibflo]

Thank you. I try that