Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

making a sma crossover strategy quicker to enter and exit

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    making a sma crossover strategy quicker to enter and exit

    I have a made a sma crossover strategy and have run a backtest but have noticed that the entry and exit that the computer does lags by 2 candles (on a 1 min chart) - Is there any way to make this quicker so as soon as the the crossover occurs the entry or exit is triggered . I have tried to uncheck the "calculate on bar close" check box but it still lags

    Thanks in advance
    Gonzo

    #2
    For backtesting this is expected as the next possible trade location after signal generation is the next bar's open price - however you could add a finer granularity to your strategy to submit orders to it and simulate getting filled intrabar - http://www.ninjatrader-support2.com/...ead.php?t=6652

    Comment


      #3
      Similar issue

      Hi I am having a similar issue. the difference is that I am using yahoo daily bars. The entry/exit positions are not happening at the crosspoints and sometimes they are missing the crosspoints alltogether . In my case I cannot use the example you provided since the only data series provided by yahoo is daily bars and i cannot get any finer granularity data bars. Please advice.
      Last edited by rationalrose; 12-10-2009, 04:32 PM.

      Comment


        #4
        rationalrose, it isn't possible to add detail to daily backtests unless you have finer granularity data bars. I would suggest contacting a data provider for some minute (or finer) data.
        AustinNinjaTrader Customer Service

        Comment

        Latest Posts

        Collapse

        Topics Statistics Last Post
        Started by DannyP96, 05-18-2026, 02:38 PM
        1 response
        27 views
        0 likes
        Last Post NinjaTrader_ChelseaB  
        Started by CarlTrading, 05-11-2026, 05:56 AM
        0 responses
        117 views
        0 likes
        Last Post CarlTrading  
        Started by CarlTrading, 05-10-2026, 08:12 PM
        0 responses
        69 views
        0 likes
        Last Post CarlTrading  
        Started by Hwop38, 05-04-2026, 07:02 PM
        0 responses
        226 views
        0 likes
        Last Post Hwop38
        by Hwop38
         
        Started by CaptainJack, 04-24-2026, 11:07 PM
        0 responses
        417 views
        0 likes
        Last Post CaptainJack  
        Working...
        X