1 pip stoploss and PF of 6.5 WOW (something's wrong)

[NinjaTrader_PatrickH]

Hello krugman25,

Thank you for your response.

Any bar type that does not re-draw it's values, does not have this behavior. So a 1 Minute bar would not see this for example.

The Fill Type does look forward to the next bars values in historical fill processing for NinjaTrader 7.
For NinjaTrader 8 you can review our historical fill processing document: http://ninjatrader.com/support/helpG...ical_fill_.htm

NinjaTrader 8 can view down to ticks (ticks in time not price ticks), but most providers supply data down to millisecond only - so you would see the granularity down to milliseconds in NinjaTrader 8 in most cases.

[krugman25]

Hello krugman25,

Thank you for your response.

Any bar type that does not re-draw it's values, does not have this behavior. So a 1 Minute bar would not see this for example.

The Fill Type does look forward to the next bars values in historical fill processing for NinjaTrader 7.
For NinjaTrader 8 you can review our historical fill processing document: http://ninjatrader.com/support/helpG...ical_fill_.htm

NinjaTrader 8 can view down to ticks (ticks in time not price ticks), but most providers supply data down to millisecond only - so you would see the granularity down to milliseconds in NinjaTrader 8 in most cases.

Patrick, that just tickled me pink and made my day. Thanks!

[krugman25]

Hello krugman25,

Thank you for your response.

Any bar type that does not re-draw it's values, does not have this behavior. So a 1 Minute bar would not see this for example.

The Fill Type does look forward to the next bars values in historical fill processing for NinjaTrader 7.
For NinjaTrader 8 you can review our historical fill processing document: http://ninjatrader.com/support/helpG...ical_fill_.htm

NinjaTrader 8 can view down to ticks (ticks in time not price ticks), but most providers supply data down to millisecond only - so you would see the granularity down to milliseconds in NinjaTrader 8 in most cases.

Just wanted to let you know(and anyone else reading this) that I set up a new strategy with bid tick data and secondary series ask tick data. I am buying long on the ask series and closing long on the bid, and it is working perfectly and is counting the spread into the trades profit/loss! I have 100% synchronized tick data, and after 132 million ticks(4 years of data) the ticks were still synchronized. I am pretty thrilled that I can simulate real spread and tick by tick history. I will need to create synthetic Renko bars and manually write any indicators I want to use on the bars, but I am a software developer by trade so it is not a big deal.