Entering market during a bar

[sunjoke399]

I want to backtest a break-out rule,
The simple entering strategy is:at the beginning of the bar, I have a level (either calculated based on bars before or predfined) that I would like to buy if break up during the new bar begin to end time period. Is there anyway to achieve this or at least approximate this?

I am using OnBarUpdate() method and looks can not achieve this goal. The following is something I did:

protected override void OnBarUpdate()
{
if(this.DonchianChannel(PREDFINEDLEVL < this.GetCurrentAsk()){
enterlong(1);
}
}

The problem is when currentask > PREDEFINEDLEVEL, it is usually too late to enter.

[koganam]

I want to backtest a break-out rule,
The simple entering strategy is:at the beginning of the bar, I have a level (either calculated based on bars before or predfined) that I would like to buy if break up during the new bar begin to end time period. Is there anyway to achieve this or at least approximate this?

I am using OnBarUpdate() method and looks can not achieve this goal. The following is something I did:

protected override void OnBarUpdate()
{
if(this.DonchianChannel(PREDFINEDLEVL < this.GetCurrentAsk()){
enterlong(1);
}
}

The problem is when currentask > PREDEFINEDLEVEL, it is usually too late to enter.

From the Reference Samples subForum:

http://www.ninjatrader.com/support/forum/showthread.php?t=6652

http://www.ninjatrader.com/support/forum/showthread.php?t=3220

[NinjaTrader_CalH]

Hi Sunjoke,

Thank you for posting.

Koganam, provided a couple links for good references samples.
The intrabar granularity is important because it allows you to have your strategy calculate on a tick by tick basis as you ran the strategy with CaluclateOnBarClose set to false.

I would take a look through those and see what can help you.

Let me know if I can be of further assistance.

[sunjoke399]

Never mind. I got it.

It was really helpful looking at those example. I have a further question about the definition of "session" which I read in the post "Strategy: Monitoring for and trading a breakout".

Can you elaborate more about how does a session begin and end? I guess it might be related to a full cycle of entering till closing a trade? If that is the case, if I have multiple entering signal and multiple closing rules, how does a session defined?

[sledge]

Is this a joke Q?

Ah from sunJOKE..

Research session template. ..

What are you trading?

It was really helpful looking at those example. I have a further question about the definition of "session" which I read in the post "Strategy: Monitoring for and trading a breakout".

Can you elaborate more about how does a session begin and end? I guess it might be related to a full cycle of entering till closing a trade? If that is the case, if I have multiple entering signal and multiple closing rules, how does a session defined?

[NinjaTrader_CalH]

Sunjoke,

A session is the trading session of the instrument that you are trading.

If you were trading the NYSE on the regular trading hours, you would be trading from 9:30 AM til 4:00 PM Eastern Standard Time.

http://www.ninjatrader.com/support/h...on_manager.htm