Backtesting not working for CalculateOnBarClose

[rgaleote]

Hello Guys

I'm backteting my strategy, but on the backtest I noticed it is not working for every inconming tick, looks like it is working with CalculateOnBarClose set to true. I see that because on the backtest results chart it show Entries on at the end/beginning of a bar, although price crossed bar in the meantime.

On initialize() CalculateOnBarClose is set to false, how can I make backtesting to work as if it was running on each incoming tick?

Thanks

Rodrigo

[NinjaTrader_PaulH]

Hello rgaleote,

Thanks for your post.

Backtesting uses historical bars which do not contain the ticks that made up the bar (unlike market replay), so what you are reporting is expected behavior and the behavior on historical bars is the same as if CalculateOnbarClose were true (even though you set it to false).

Here is a reference sample on "Backtesting NinjaScript Strategies with an intrabar granularity". http://www.ninjatrader.com/support/f...ead.php?t=6652