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Tick by tick backtesting

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    Tick by tick backtesting

    Hi,

    I want to be able to backtest this strategy tick by tick. The way I want it to work is place a short stop entry on the next bar after the criteria are met. If it's filled, I want it to accurately backtest whether it hits an 8 tick target, or 8 tick stop. Currently it will stop out if the 10 minute prints at least 8 ticks above the entry regardless of whether the ticks hit an 8 tick profit first. Is this going to be possible?
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    #2
    Hello jeremy1375,

    Welcome to the NinjaTrader forums!

    Yes, this is possible. You will want to work from this reference sample:
    You can submit orders to different Bars objects. This allows you the flexibility of submitting orders to different timeframes. Like in live trading, taking entry conditions from a 5min chart means executing your order as soon as possible instead of waiting until the next 5min bar starts building. You can achieve this by


    You will want to use Exit() statements submitted to the tick series instead of Set statements.
    All exit statements like ExitLongLimit() and ExitLongStop() have an overload that allows you to submit to a specific series.
    Last edited by NinjaTrader_RyanM1; 12-06-2010, 04:29 PM.
    Ryan M.NinjaTrader Customer Service

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