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Limit executions in OHLC bars

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    Limit executions in OHLC bars

    Hello NT

    When backtesting, if i have both stop loss and profit target limit orders active, and a bar comes along that has Highs/Lows such that both would get triggered in that bar, (if they were not OCA), how does NT decide which order is executed?

    thanks

    #2
    trapezoid, the stop would always be the order executed. If you need finer resolution in your backtests, you can add intrabar granularity - http://www.ninjatrader-support.com/v...ead.php?t=6652.
    AustinNinjaTrader Customer Service

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      #3
      So if I understand correctly, the orders are somehow attached to the bars themselves. So for an order to be executed on a 1 sec time-frame, I need to submit that order to the 1 second bar, in a multi-bar setup?

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        #4
        trapezoid, the orders are generally "submitted" to a bar series while backtesting. You are correct, if you want to execute orders on the 1 second timeframe, you would need to submit the order to that bar series, other than stops and targets, which will trigger on any series.
        AustinNinjaTrader Customer Service

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