MultiTimeFrame Strategy getting odd fill during backtest

[djoyce854]

Hi Everyone,

Just trying to clean up a multitime frame strategy. I`m using two indicators, one on underlying chart price data and the other indicator on a 60 min time frame. When I do a backtest, I see I get odd fills on my underlying price data. (Please see attached image). How can I correct this? Any help much appreciated!

[sledge]

I think i have seen this before.
In fact i am sure,

Are you using the strategy analyzer?

Hi Everyone,

Just trying to clean up a multitime frame strategy. I`m using two indicators, one on underlying chart price data and the other indicator on a 60 min time frame. When I do a backtest, I see I get odd fills on my underlying price data. (Please see attached image). How can I correct this? Any help much appreciated!

[NinjaTrader_Bertrand]

djoyce854, to which series are you submitting for the fills here?

[djoyce854]

Hi Guys,

I am not using the Strategy Analyzer and i'm gonna try and answer you question Bertrand as I'm quite new to programming. I basically have an if statement with:

if( Close[0] > yadda yadda && BarsArray[1] > yadda yadda) then execute.

I am using an underlying 9min chart with the BarsArray[1] fetching a indicator value on a 60 min chart to use on the underlying 9 min chart. Hope that makes sense.

Any help much appreciated!

Thanks.

[NinjaTrader_Bertrand]

Thanks djoyce854, but in which BarsInProgress do you take action with your condition?

http://www.ninjatrader.com/support/helpGuides/nt7/barsinprogress.htm

[djoyce854]

Yup that was it. Didn't have BarsInProgress set correctly. Thanks!