Is there anyway to use minute fill data on a 5 minute or any longer time frame backtest strategy? In addition is it possible to change the fill algorithm from greedy(profits taken before losses) to conservative(losses taken before profits)?
Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
Set Profit vs Stop Loss Greed in Strategy Analyzer
Collapse
X
-
Set Profit vs Stop Loss Greed in Strategy Analyzer
I am running a strategy backtest on 5 min bars where I enter a limit order, and a profit and stop order along with that. It looks like some bars I could be getting stopped out or profiting, depending on how ninjatrader's fill algorithm works for the backtest.
Is there anyway to use minute fill data on a 5 minute or any longer time frame backtest strategy? In addition is it possible to change the fill algorithm from greedy(profits taken before losses) to conservative(losses taken before profits)?Tags: None
-
habibalex, per default the fill algorithm is set to 'Default' which means we take a conservative assumption in regards to limit order fills. To simulate better getting filled intrabar you can add a finer series in and submit your orders to it - http://www.ninjatrader.com/support/f...ead.php?t=6652
Both fill algorithms offered are explained more here - http://www.ninjatrader.com/support/h...ll%2Balgorithm
Latest Posts
Collapse
| Topics | Statistics | Last Post | ||
|---|---|---|---|---|
|
Started by CarlTrading, 03-31-2026, 09:41 PM
|
1 response
84 views
1 like
|
Last Post
|
||
|
Started by CarlTrading, 04-01-2026, 02:41 AM
|
0 responses
47 views
0 likes
|
Last Post
by CarlTrading
04-01-2026, 02:41 AM
|
||
|
Started by CaptainJack, 03-31-2026, 11:44 PM
|
0 responses
66 views
2 likes
|
Last Post
by CaptainJack
03-31-2026, 11:44 PM
|
||
|
Started by CarlTrading, 03-30-2026, 11:51 AM
|
0 responses
69 views
0 likes
|
Last Post
by CarlTrading
03-30-2026, 11:51 AM
|
||
|
Started by CarlTrading, 03-30-2026, 11:48 AM
|
0 responses
58 views
0 likes
|
Last Post
by CarlTrading
03-30-2026, 11:48 AM
|

Comment