Backtesting: Using EOD Cash for Trigger Rules and Execution using 1-min Futures

[lengguan]

Hi,

I am trying to backtest this scenario where my trigger rules are computed based on end-of-day cash data S&P 500. The signals are processed on the close of each daily bar and once a rule is fired off, I would like the trade execution to be done on the open of the next minute bar of the emini S&P futures after cash close. Are there any code examples on how I could do this?

Thanks!

[NinjaTrader_Bertrand]

lengguan, you can check into this example here, it would show how to submit orders to another added series, this could be another instrument type like in your case as well - http://www.ninjatrader.com/support/f...ead.php?t=6652