backtest Price/Entry not agreeing

[bbucha_stk]

Hi
I am having two issues.
1) My chart proces dont agree with backtest chart. I have reloaded historical data and made sure I am on the (in this case the 6E-03-11 4 Range) On both.
You will see there is atleast a 4 tick disagreement.

2) I have an arrow where two of my lines cross and I would like to make a entry, but it waits until the bar closes in all cases and then does a entry at the open of next bar.
I have the
CalculateOnBarClose = false;
Any suggestions on how I can get a better entry on a backtest??
Note: TheirChart is the chart created in backtest
MyChart is my working chart.
Thanks

[NinjaTrader_Bertrand]

It apears you're comparing data from 2 different expiry months here - the 6E 12-10 and the 6E 03-10.

Setting CalculateOnBarClose to false will have no effect in a backtest, since the intrabar formation is not known here unfortunately - you could execute your signals on a finer chart to simulate this though -

http://www.ninjatrader.com/support/forum/showthread.php?t=6652

[bbucha_stk]

To the first point , I agree 10/28 was from prior expir period, So you are saying I have to live with the offset in expire periods when doing long backtest?

To your second point "you could execute your signals on a finer chart to simulate this though"
Please explain I am running a 4 range. The way it stands with waiting for a close and then entering on next bar does not give me the feeling that this is realistic.
In advance thanks

[bbucha_stk]

So this is starting to make sense hy my backtest look pretty good Nov till now but as I go backwards the results get worse. Am I correct in saying that when you backtest you should test within that expire period with your charts set to that expire period.

Also finer setting for entry are you saying set my chart to 3 range rather than 4 range to get the earlier entry for backtesting?

[NinjaTrader_Bertrand]

It will depend how you choose to 'string' the contracts together to arrive at the continuous one normally used for longer term backtesting, we also have an option to MergeNonAdjusted, this will just give you the merged raw data without compensation for offsets / premium between the individual contracts - http://www.ninjatrader.com/support/h...7/data_tab.htm

In backtesting you would need to wait for the close the bar, submitting on the next bar's open is the earliest possible trade location in backtesting - if you want to test with updates on each tick > please consider working in the Market Replay environment.

http://www.ninjatrader.com/support/helpGuides/nt7/replay.htm

[bbucha_stk]

I did a download of Market Replay data I did from 11-01-10 till current
I then did a Replay connection
My Charts did a update but only show till 10-31-10 ???

[NinjaTrader_Bertrand]

Yes, this is the last day taken then from historical data...from the first of Nov on you would need to actually replay your chart to see the bars and signals trigger.

[bbucha_stk]

Sorry for being dense on market replay, but I have downloaded , and connected via replay.
I have the little replay window going, I don't see on my screen anything happenning, and also am I suppose to start a strategy session on the control screen????
Thanks

[NinjaTrader_JoshP]

bbucha_stk,

A replay file is 24 hours. Your charts would only begin updating when it comes within range of the session template's defined session hours. Your strategy would also only begin when it gets within that time range too. I suggest either changing your session template to be one using 24 hours like "Default 24/7" or "Default 24/5" or you could try just fast forwarding the replay till you get within trading hours of the current session template you are already using.

[bbucha_stk]

Regarding Market Replay:
1) I have a attachment of my screens
2) I have read all docs you provide on your site on this subject
3) I right click on the DVD type control it states there is data dorm 31-Oct to 1/Dec
4) I play it (All screens set to 24 hr/7 day
5)My chart does not go past 31-Oct, and I see no visual activity other than DVD timer
6)I also enabled Strategy on control no activity.
What am I missing?????

[NinjaTrader_Bertrand]

Bob, it looks like you try replaying the strategy analyzer charts? This would not be possible - you would need to work with the regular and strategies applied there in replay.

[bbucha_stk]

Sorry your answer does not help.
Explain what I am missing:
1) I connect to File->Connect->Market Replay
2) I press Play on DVD button , And have also press FF button
3) My Personal Chart does nothing
Am I suppose to have a strategy enabled in Control ->Strategies Tab?
Is My chart suppose to do something?
The docs that I read say nothing on these questions???

[NinjaTrader_Brett]

Hello,

Steps->

Goto->File->New->Chart->Set Session Tempalte to Default 24/7->
Open a chart instrument you have replay data for.

Then Goto File->Connect->market Replay connection.

Then right click on the market replay slider, select availiable instruments.

Check the times and dates you have availiable and make sure the instrument is the chart you have open.

Click ok, and then move the market replay slider to the time and date that the availiable data shows you have recorded data for.

If you still dont see data please send a note to support at ninjatrader dot com and reference this forum post and include your phone number.

I look forward to assisting you further.