why in strategy analyzer trades starts somewhere in beginning of day data and not on first tick. and why isnt exit price from trade equal with entry price with next trade. i want trade every tick. thanks
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Synax,
You would need to add intrabar granularity for this. Here is a reference sample.
You can submit orders to different Bars objects. This allows you the flexibility of submitting orders to different timeframes. Like in live trading, taking entry conditions from a 5min chart means executing your order as soon as possible instead of waiting until the next 5min bar starts building. You can achieve this byAdam P.NinjaTrader Customer Service
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Synax.One,
Here is our help guide entry on this : http://www.ninjatrader.com/support/h...ime_vs_bac.htm
Essentially, the behavior you are witnessing is due to the lack of intrabar granularity in backtesting. The reference sample I provided allows you to add this feature to your backtests. You can also backtest using Market Replay for the granularity.
Data in the Strategy Analyzer is fed through as bars, so you only get access to the close/open/high/low of the bar during the backtesting. If you add intrabar granularity using the reference sample, it operates tick-by-tick.
Please let me know if I may assist further.Adam P.NinjaTrader Customer Service
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Synax,
There is no way to currently do it in the Strategy Analyzer without changing your strategy code. The reference sample I provided can be used as an example of how to change your strategy for intrabar granularity.
This reference sample shows one how to do this : http://www.ninjatrader.com/support/f...1&d=1207455767
Its a coded example of adding intrabar granularity to your strategy in backtesting.Adam P.NinjaTrader Customer Service
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