Intrabar granularity with RANGE BARS

banteka

Junior Member

Join Date: Jan 2014

Posts: 27
#1

Intrabar granularity with RANGE BARS

08-04-2014, 11:37 AM

I have read this thread:

Strategy: Backtesting NinjaScript Strategies with an intrabar granularity - NinjaTrader Support Forum

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

You can submit orders to different Bars objects. This allows you the flexibility of submitting orders to different timeframes. Like in live trading, taking entry conditions from a 5min chart means executing your order as soon as possible instead of waiting until the next 5min bar starts building. You can achieve this by

I am currently developing a strategy working with 12 ticks RANGE BAR.

And my question is:

How could I get the same intrabar granularity usaing RANGE BARS?

Thanks

Last edited by banteka; 08-04-2014, 11:39 AM.
Tags: intrabar backtest
NinjaTrader_ChelseaB

NinjaTrader Customer Service

Join Date: Dec 2012

Posts: 25074
#2

08-04-2014, 11:47 AM

Hi banteka,

Add a secondary series of 1 tick to your script.

Add(Instrument.FullName, PeriodType.Tick, 1);

Chelsea B.NinjaTrader Customer Service
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banteka

Junior Member

Join Date: Jan 2014

Posts: 27
#3

08-04-2014, 01:54 PM

Originally posted by NinjaTrader_ChelseaB View Post

Hi banteka,

Add a secondary series of 1 tick to your script.

Add(Instrument.FullName, PeriodType.Tick, 1);

Thank you very much. A simple answer to a complex problem.
Comment

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