Problem with backtest

[svopex]

Hello,

I have problem with backtesting.

See situation on the attachment - one is from Multicharts, second from NinjaTrader.

Ninja trader fill one stoploss and one trade moreover than Multicharts.
By my opinion wrong.
On the blue diamond is stop order, on the red diamond is stoploss.

When is candle on the top, Ninja buy, but candle certainly not return to the bottom!

I use same data in Multicharts and NinjaTrader.
Resolution of data is one minute and one candle have 15 minute.

I test it with "CalculateOnBarClose = false" too, withou changes...

Petr

[NinjaTrader_JC]

Hello Petr,

When your strategy is processing Historically or while Backtesting NinjaTrader is always going to process your Strategy with CalculateOnBarClose (COBC) true, only as real-time comes into NinjaTrader will your strategy process on every tick of data with COBC set to false.

This is why you may see your Stop Loss order get his since after you are in position NinjaTrader only has access to the Open, High, Low, Close values so if the Low is low enough to hit your stop loss NinjaTrader will fill that order.

If you would like to have some intrabar granularity to your strategy when backtesting you may view the following example that can show you how to add this logic into your strategy.

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

[svopex]

Hello, super, it work. But this unnecessary difficult. Thanks Petr