How to use Strategy Analyzer with Tick Data

[Lucius]

Hello,

The strategy I've written requires Tick Data. I have been back testing using Market Replay, however I want to test using a greater domain of data covering several days and months.

I've tried using Strategy Analyzer but I get no trade results returned to me following the tests.

How do I specify Calc On Bar Close = false to the Strategy Analyzer explicitly ?

I already have CalculateOnBarClose=false; statement in Initialize() of the strategy itself.

Thank you

[NinjaTrader_ChelseaB]

Hi Lucius,

Calculate on bar close is always true with historical data. This is due to the fact that with a historical data set, only the Open, High, Low, Close, Volume, and Time of the bar is known and not each tick that made up the bar.

Below is a link to the help guide on CalculateOnBarClose.
http://www.ninjatrader.com/support/h...onbarclose.htm

You can add 1 tick granularity to your script and process on that secondary data series to simulate COBC as false.

Below is a link to a reference sample that shows this.
http://www.ninjatrader.com/support/f...ead.php?t=6652

[Lucius]

Hello Chelsea,

Thanks for the links. I've read through them and I would need to alter the script to add 1 tick bar series as well as addition logic to trade on the tick events of the series only and not the primary series.

Thanks for the suggestion.