Backtest using multiple timeframes to calculate indicator of bar still forming

[yubo27]

My strategy runs on 5 min bars, in real time live environment. It calculates indicators based on each incoming tick, ie. calculateonbarclose=false.

I need historical backtest to mimics this behavior as much as possible. Is there way to achieve this using 1 min and 5 min bars, and have onbarupdate routine evaluate the 5 min bar indicators still in formation, based on the complete of each 1 min bar?

eg. at the complete of 9:01am, 9:02am, ...9:05am 1 min bars, program to calculate the forming 9:05am 5 min bar indicators. And if a partially formed 5 min bar at 9:03am triggers an entry condition, then a position is entered at 9:03, instead of 9:05.

[Harry]

You can add secondary bars to your strategy. If you need a high granularity you can add small period tick bars, otherwise 1-minute bars should do.

You can also tweak your 5-minute bar indicators and calculate them directly from 1-minute bars.

[NinjaTrader_CalH]

Hello yubo27,

Thank you for your post and thanks to Harry for answering.

In addition, please see the link below on Intrabar Granularity from our forum reference samples.
http://www.ninjatrader.com/support/f...ead.php?t=6652

Let me know if I can be of further assistance.

[yubo27]

How can "tweaking 5-minute bar indicators" be done?

My goal is to submit order at eg. 9:03am based on partially forming 5 min bar indicator value at that time.

[Harry]

How can "tweaking 5-minute bar indicators" be done?

My goal is to submit order at eg. 9:03am based on partially forming 5 min bar indicator value at that time.

Depends on the indicator. Which indicator do you use?