Question about simple strategy with indicator : RSS

[cvital]

Hello ,

I am new user of NT and I try to build a very simple strategy with Indicator RSS.

For example : it's about difference between the same indicator RSS[2] and RSS[1]
- If the différence is <-10 points then LONG at the next Openbar,
- If the différence is >10 points then SHORT at the next Openbar,
ProfitTarget 15 ticks
Stop Loss 15 ticks

I send (.PNG) with strange result.
I don't understand why the strategy seems to take position to late. (17h45)
It's on EUR/JPY with 5 minutes times, the last friday (avril 3) in Europeen time.
Could you find a solution ?
Sorry for my English.
Thanks.

Cvital

[NinjaTrader_Bertrand]

Hi cvital, thanks for your post and welcome to the NinjaTrader support forums!

The CalculateOnBarClose setting will only have an effect in realtime, in backtesting it will always be evalutated the close of the bar and thus you see the order placed for the next bar. In your example you also get the 'penalty' from referencing one bar back further than needed in your comparions for the entry.

If you want to simulate an intrabar fill, please see this reference sample - http://www.ninjatrader-support2.com/...ead.php?t=6652

[cvital]

Thanks a lot
I will investigate.