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making a sma crossover strategy quicker to enter and exit

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    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

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      #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.

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        #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

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