Exitshort delay?

[feng2088]

Is it anyway I can close a position faster? I want it to be closed when two EMA lines just cross? I don't see it's closed til the second bar. Thanks

if (EMA(Close, 20)[0]<= EMA(Close, 5)[0] && Position.MarketPosition == MarketPosition.Short)

ExitShort();

[NinjaTrader_Bertrand]

feng, expected in realtime if you're running with CalculateOnBarClose = true -

http://www.ninjatrader-support.com/HelpGuideV6/CalculateOnBarClose1.html

You could run on updating each tick (setting above false) but this can lead to unwanted whipsaws as your conditions become true / false intrabar.

[feng2088]

I dont have any real time data feed yet.
But I think "CalculateOnBarClose = false" can not be applied to historical data since Ninja doesn't have playback function, right? But I think it works on the historical tick chart. I am trying to learn more about NJ scripts before I purchase anything. Please advise. Thanks!

[NinjaTrader_Bertrand]

Correct, in backtesting the OnBarUpdate() is called at the close of the bar as the intrabar tick formation is not known.

You could add a finer granularity for simulated being filled intrabar -

http://www.ninjatrader-support2.com/vb/showthread.php?t=6652

[feng2088]

can i apply the finer granularity to the historical data? I want to backtest my strategy with the 1 min historical data. Can I record the real time data and use the playback function to backtest? I will use the data feed from barchart.

[feng2088]

Does the finer granularity have to be used with ATM?? Can i just use "CalculateOnBarClose = false"? I know I dont have real time data to backtest. Can I record it and play back? Will "CalculateOnBarClose = false" work?

[NinjaTrader_Austin]

feng2088, you have a few options here. 1) once you obtain a real-time data source, run the strategy with the live data. 2) with the real-time data, you can run the market data recorder so you can play it back whenever you please.

In general, the CalculateOnBarClose property is generally only useful during a real-time test.