Backtesting trade on day's close

[pretender]

Let's say my indicator was triggered at the close of the daily bar on day X. When I do any enter position (limit or not) command in the backtest, it initiates the trade at X+1. I've managed for now to change it so that when I enter the position, I trigger at day X's closing price. However, it's still being entered on day X+1.

Is there a way such that I can backtest getting the close of day X, and (retroactively?) entering an order on day X at the close price?

Does this have anything to do with how the daily closes are read? eg. Are they read in as of 12am the next day or something? I use esignal for my feed.

[NinjaTrader_RyanM1]

Hi pretender,

Historical order timings always works the same and you could not change to submit to close of a bar. A condition evaluates true and then order is submitted to the next bar. In real time and with CalculateOnBarClose = false, conditions are evaluated with each tick and if true will submit the orders while the bar is forming.

To get increased granularity in historical you can add a smaller, secondary time frame, following principles in this reference sample:

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

With this, the order is still submitted to the next bar after the condition, but the smaller series provides increased granularity.