CaclculateOnBarClose -False evaluates every minute in 60min bar?

[kbellare]

I'm backtesting on historic minute data and have set bar interval to 60 minutes/bar.
If I set CalculateOnBar=False, does the strategy evaluate on every minute or at the end of 60-minute bar? I don't have tick-data in my historic data feed.

thanks
Kiran

[NinjaTrader_PatrickH]

Hello Kiran,

Thank you for your post.

Backtesting in the Strategy Analyzer is always done on historical data, and with historical data the calculations are always done on the close of the bar (CalculateOnBarClose=True).

If you wish to have the backtest calculate intra-bar you can do so by adding a smaller interval to your strategy to simulate intra-bar fills and calculate on. For information on this method please visit the following link: http://www.ninjatrader.com/support/f...ead.php?t=6652

Please let me know if I may be of further assistance.