Changing Fill to Current Bar

[saltminer]

Hello,
is this change implemented yet?
It's been a few months, but I can't access Open or Opens or ThisOpen or CurrentOpen (or anything else I might dream up without any documentation).
Would love to have the ability to work with the current bar data.
Thanks,
saltminer

[NinjaTrader_Dierk]

Changes as of my post #13 are implemented in latest 6.5.1000.3

[saltminer]

syntax

Thank you, glad to hear the changes are implemented.
However, I have the correct latest version of NinjaTrader but I am unable to make it work.
Can you provide at least one example of how to use the changes?

For instance, how would you change the following line to use the current bar's open, rather than the next open?

FillPrice = NextOpen + SlippagePoints;

Thank you,
saltminer

[NinjaTrader_Dierk]

Unfortunately we have no sample available. Also: Modifying the backfill logic is beyond what we provide support for.

[saltminer]

one example please

Hi Dierk,
since you guys have gone to the trouble of altering the program to accomodate users writing their own fill code, why not tell us how to use it? Keeping it a secret doesn't seem to make sense.

The info you provided in post #13 is not useful, as changing NextOpen to Open (for instance) creates a compiler error : "The name 'Open' does not exist in the current context".
Does there need to be an additional using statement?

Being able to adapt this fill logic is very important to me, as all my backtesting is one bar late and useless. I am already over 5000 lines into writing a strategy. Not being able to backtest it is a disaster.

PLEASE can you offer just one example. I will fly to Germany and buy you a week's supply of beer next chance I get!

saltminer

[NinjaTrader_Dierk]

There are various areas where NT is opened up for the experienced user although we do not provide support for these features (due to bandwidth issues).

- please check out the default fill implementation(s) <my documents>/NinjaTrader6.5/bin/Custom/Type/@DefaultFillType.cs and @LiberalFillType.cs
- as last resort you could contact a certified NinjaScript comsultant: http://www.ninjatrader.com/webnew/pa...injaScript.htm

[saltminer]

Hi Dierk,
I am indeed examining and editing the file you mention. This is where the
Open creates the compiler error.
You only need to tell me one line of code to help me out!

After 5000 lines of strategy coding on my project I consider myself to be a pretty experienced programmer. Thus it is quite frustrating to have information I need withheld for what seems no purpose.
Let's say I do hire one of the expert developers you recommend. How do they find out all your "non documented" things? If you can tell them, why not tell me?
Is there a detailed technical white paper (not the manual) available?
saltminer

[NinjaTrader_Dierk]

Try Strategy.Open

[argito]

hi,

I've changed accordingly and it works (ie the "trade" page tab of strategy analyzer show correct entry price)

But the strategy chart still show the entry signal on next day
Also, the entry time still show next day (ie the "trade" page tab of strategy analyzer show entry date and exit date using NEXT bar's date)

Any method to correct the above ?

[NinjaTrader_Dierk]

Unfortunately we do not provide support for changing the fill types.

[ninjaketo]

Fill at the close of current bar

Hi,

I am new to NT and decided to test it following the good reviews from Elite trader. Reading this whole post is a huge dissapointment since not being able to backtest with fills at the close of the current bar that triggers your trading alert renders "NT backtesting" completely useless in my humble opinion. I thought this was THE trading platform to go with but seems its not so. I might have to look into the 2nd option which was openquant to see what can I do with them. And I definitely do not like the mistery type of answers received from NT admin. This should be pretty easy to implement but seems NT is not keen on this. What a frustration!

[sausaulius]

trigger real time(intrabar)

Hello,
I Want to test simple strategy When price crosses the MA and get limit or market order at that moment.
Is this impossible ???

[NinjaTrader_Ben]

Hello,

Yes, you can do this. You will want to use one of these order methods after your MA condition:

http://www.ninjatrader-support.com/HelpGuideV6/Overview36.html

Maybe try something like this:

if(CrossAbove(SMA(Close, 20),Close,1))
{
EnterLong();
}

[sausaulius]

I was talking about test - bactesting the startegy. I would like to do this in SIM mode.
And it seems the link is about realtime orders not bactesting ?

[NinjaTrader_JoshP]

The code is the same regardless of whether you are realtime or if you are backtesting. The difference is where you apply the strategy. If you use your strategy in a Strategy Analyzer it will be backtesting. If you use it live on a chart then real-time trades will be done along with simulated historical trades.