Sim to Real

[occam]

What would cause entry at the close of the trigger bar rather than the open when switching between sim and real trading bar trading?

[NinjaTrader_RyanM1]

Hi occam,

There's not one cause that springs to mind. Strategies should function similarly when applied to sim account or live account. CalculateOnBarClose determines whether conditions are evaluated on tick by tick basis or on bar close.

The bar closing event and the next bar open are the same event so maybe you're seeing an issue with how your execution is plotted? Please review the link below on this:

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

In order to evaluate strategy behavior on either sim or live account, you need debugging tools like TraceOrders output and print statements.

http://www.ninjatrader-support.com/vb/showthread.php?t=3418

[occam]

Would mixing stoploss and profit target mixing be a problem if there are precedence rules?

[NinjaTrader_RyanM1]

I'm sorry - I don't follow your last reply. Can you please clarify or provide a code snippet along with what you expect to happen with it?

[jerry1]

I'm sorry - I don't follow your last reply. Can you please clarify or provide a code snippet along with what you expect to happen with it?

I asked occam to aid me in developing a code that will result in a closer approximation in the backtest with a sim chart. If the profit target and stop loss occur in the same bar the stop loss takes precedence over the profit target even though the profit target may be hit before the stop loss. Using tick data helps with this problem but you can still get a stop loss even though the profit target is hit first. Is there a way for the backtest to be delayed so that it always enters at the beginning of the next bar? I feel this may help to some extent with this problem.
Thanks
Jerry

[NinjaTrader_RyanM1]

Hi Jerry,

In a backtest, orders are submitted on the bar after the condition evaluates to true. This is not configurable.

This sample can help you achieve intrabar granularity in a backtest:

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

You have to move away from the Set statements, and use for example ExitLongLimit() and ExitStopLimit() for your stop loss and target orders.

[jerry1]

Hi Ryan
Thanks for your assistance
Jerry