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backtest fill question
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backtest fill question
For backtest, if I setup a profit target and stop loss on 60 min bar, both price are covered on same 60 min bar, which trade does ninja take? Will it look into the lower time frame to determin which price come first? Thank you.Tags: None
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stephen_mcse, NinjaTrader does not look 'into the bar' to determine this, but since we take the conservative approach it would execute the stop loss first.
If you want to add more granularity, please look into this reference sample - http://www.ninjatrader-support2.com/...ead.php?t=6652
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