Anomaly doing backtesting

[NinjaTrader_Lance]

Hello,

Thank you for the updates and testing. As you may have noticed Range bars are built off of tick data. When backtesting calculations are done only at the close of each bar. When dealing with range bars this can lead to many inaccuracies especially if your calculations are designed to trigger intrabar.

Additionally please be aware tick data can differ from each provider. It's not uncommon for bars to have slightly different opens/closes when reviewing historical tick data.

For more information on backtesting: http://www.ninjatrader.com/support/h...ime_vs_bac.htm

To better understand these differences you could always run a backtest on a specific day and then run a market replay test on that same day.

For info about downloading/running market replay: http://www.ninjatrader.com/support/h...ket_replay.htm

Let me know if I can be of further assistance.

[pstrusi]

Thanks Lance for the tip, however yesterday I discovered that changing session template from "Forex" to "modified Default 24/7" the issue was not (Forex and Default exactly ), you can eve see the problem charting those problematic range. So another coleage of yours, Bertrand, told me that he thinks there was a problem with the cache in the data base, so he suggested to me to go into NT>DB>CACHE and erased all sub-folders, problem solved. Thanks for your attention

[pstrusi]

This is how I solved it:

http://www.ninjatrader.com/support/forum/showthread.php?t=55304