Can NT do "intra-bar" backtesting??

[Rocket130713]

Hello,

If we write a backtest code in NT that says: Place a Buy order "at market" price if the current price exceeds the previous bar's high price by 1 tick. We also want to run this backtest on "daily" bars (Candlesticks). Let's assume yesterday's daily bar high price was 1.3542 (say on the Euro FX futures). Lets also assume that today's bar (the actual entry bar) high was 1.3630 and today's bar low was 1.3498, and hence today there was a break of yesterday's bar high price.

Our question for NinjaTrader support staff is as follows: In the NT backtest report will today's BUY entry order be reported at exactly 1.3543 ?? (note that this entry represents a 1 tick break of yesterdays high price).

In the above example, at what price will NT's backtesting engine report the BUY entry at exactly? We need NT staff to tell us the exact entry price that we would see reported in the backtest performance report??

Thank you in advance.

Kind regards,

Rod

[NinjaTrader_Bertrand]

Hi Rod, a market order would be filled at the next bar open, as it's essentially the first tradable price after the condition hit - you can however add finer series to your strategy to simulate getting intrabar fills :

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