Running strategy analyzer on a strategy making entries using Bid/Ask

[mgabriel01]

Hi - I would just like to check my facts here

My data feed is ZenFire (Mirrus Futures)
I believe the historical data they maintain 'does not' include a bid/ask or depth-of-market data within a historical bar

Is this correct?


I have a strategy that makes entry decisions on the bid/ask --
When I ran the strategy through the strategy analyzer I expected it to return an error but it did not

It appears that the strategy analyzer set the bid and ask values at the value of the bar close

Is this correct?

I just want to be sure I know what I'm looking at
Thanks

[NinjaTrader_RyanM1]

Hello mgabriel,

Yes, this is correct.

Historical bid/ask data is not saved with the Zenfire connection. NinjaTrader will use close prices for this for backtesting purposes.

We are adding support for historical bid/ask data in our upcoming version 7.

http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html

[mgabriel01]

Thanks for the quick reply Ryan
You guys are awesome!

Just out of curiosity --- any feel yet for the GA date for NT 7?

[NinjaTrader_RyanM1]

We don't have a date yet, but the public beta should be very soon.