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Partner 728x90
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NinjaTrader
simple cross over question
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Hello asdfjkl,
Thank you for your response.
Backtesting is performed on historical data, which only has the Open, High, Low, and Close of the bar at the close of the bar. Unfortunately, how the bar was built and the ticks that occurred are not available.
You can simulate intra-bar fills using a smaller data series added to your code. You can find an example of this at the following link: http://www.ninjatrader.com/support/f...ead.php?t=6652
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