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Entering at Market Open

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    Entering at Market Open

    Is it possible, in backtesting, to enter at Market Open Price without having the tick data?

    The part of the custom code that I am using and believe is relevant is this:

    Code:
    //enter the market when the date changes
    if (ToDay(Time[0]) != ToDay(Time[1]))
    {
    EnterLong();
    }
    I saw in aother thread that I could use the Add(PeriodType.Tick, 1) to enter at opening price (and yes! it worked!). Unfortunately, my data feeder only provides 3 months worth of tick data, so I was wondering if there was a way to backtest entering at market open without the tick data from the data feed provider. (when I use 1 minute data, the backtester will enter at the start of the second bar, not at the start of the first one)

    I think it's probably not possible, but I can't rest without being sure.

    Thanks

    #2
    Hello Laikennus,

    Thank you for your post and welcome to the NinjaTrader Support Forum!

    Unfortunately, this would not be possible without the tick data as the secondary series to enter or exit on.

    Comment


      #3
      Alright, thanks!

      Comment

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