Backtest with minutes bar that needed tick by tick evaluation

[pstrusi]

I'm aware of this limitation in NT7 when performing backtest as written in the guide:

When indicators or strategies are running on historical data, OnBarUpdate() is only called on the close of each historical bar even if this property is set to false. This is due to the fact that with a historical data set, only the OHLCVT of the bar is known and not each tick that made up the bar.

I was thinking of some workaround working with ticks but it has a significative flaw, the time frame won't be regular as it should be. So I'm wondering if by any chance you might have some undocumented method or code that might help

Thanks

[NinjaTrader_Kate]

Hello pstrusi,

Thank you for your post.

For NinjaTrader 7, the only real supported way around this limitation of using historical data would be to manually add a secondary tick data series to your code and either submit your orders or calculate your indicators using that series.

Here's a link to our help guide that goes over adding granularity to your strategy for use in backtesting:

https://ninjatrader.com/support/helpGuides/nt7/backtesting_ninjascript_strate.htm

Please let us know if we may be of further assistance to you.

[pstrusi]

Thanks Kate. I appreciate the suggestion.