How to use correct Bid and Ask rates in Strategy Analizer?

[topor]

I developed a very simple strategy.
In Strategy Analyzer I get good, but inaccurate resalt.
( Demo-trading this result not confirmed ).
Later I seen - the Strategy Analyzer and/or my strategy does not use the right Bid/Ask rates.
It's undepend of Dataseries type (Bid, Ask, Last).

How to use the right of buying and selling rates in the Strategy Analyzer?

[NinjaTrader_Bertrand]

topor, that's correct per default it would use the dataseries you choose to test the strategy on only (bid / ask / last), you could those custom code into the strategy to execute to Add()ed bid / ask series in a so called MultiSeries strategy - http://www.ninjatrader.com/support/h...s/nt7/add3.htm

[topor]

topor, that's correct per default it would use the dataseries you choose to test the strategy on only (bid / ask / last), you could those custom code into the strategy to execute to Add()ed bid / ask series in a so called MultiSeries strategy - http://www.ninjatrader.com/support/h...s/nt7/add3.htm

Please post "SampleMACrossOver" and/or any reference sample strategy source code with necessary changes.

[NinjaTrader_Bertrand]

A closely related example of the technique needed would be found here - http://www.ninjatrader.com/support/f...ead.php?t=6652

I've added shipping NT with such an example to our product management feedback list under item #1795.

Thank you for your input how to further improve NinjaTrader,

[topor]

Revise please this code...

All correct?

//************************************************** ***********************
protected override void Initialize()
{
Add( Instrument.FullName.ToString(), BarsPeriods[0].Id, BarsPeriods[0].Value, MarketDataType.Ask );
Add( Instrument.FullName.ToString(), BarsPeriods[0].Id, BarsPeriods[0].Value, MarketDataType.Bid );

Add(EMA(Fast));
Add(EMA(Slow));

EMA(Fast).Plots[0].Pen.Color = Color.Blue;
EMA(Slow).Plots[0].Pen.Color = Color.Green;

CalculateOnBarClose = true;
}

protected override void OnBarUpdate()
{
if (BarsInProgress == 0)
{
if (CrossAbove(EMA(Fast), EMA(Slow), 1))
{
EnterLong( 1, 1, "Long");//Buy Ask
}
else if (CrossBelow(EMA(Fast), EMA(Slow), 1))
{
EnterShort( 2, 1, "Short");//Sell Bid
}
}
else
{
return;
}
}
//************************************************** ***********************

[NinjaTrader_Bertrand]

Looks good topor, although we would not officially support the dynamic adding done in your Initialize(), so best would be doing the symbol and period id over a user string input for example.